+623.0%
COHR vs SPOT
+214.5%
+408.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +10.9% | -6.9% | +17.7% | +13.4% |
| 30D | -10.8% | +4.1% | -14.9% | -12.9% |
| 3M | -17.4% | +3.7% | -21.1% | -20.5% |
| 6M | +12.5% | -1.6% | +14.1% | +9.1% |
| YTD | +58.8% | -10.2% | +69.0% | +56.1% |
| 1Y | +183.3% | -25.9% | +209.2% | +199.9% |
| 3Y | +783.0% | +235.6% | +547.5% | +400.0% |
| 5Y | +377.2% | +110.6% | +266.7% | +197.3% |
| All | +623.0% | +214.5% | +408.5% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling