+1,298.9%
COHR vs SPXS
-99.6%
+1,398.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +2.8% |
| 7D | +8.3% | +2.5% | +5.8% | +9.9% |
| 30D | -14.1% | +4.2% | -18.3% | -12.0% |
| 3M | -16.0% | -9.3% | -6.7% | -18.2% |
| 6M | +21.5% | -30.7% | +52.2% | +5.4% |
| YTD | +65.4% | -28.1% | +93.5% | +49.0% |
| 1Y | +195.0% | -35.1% | +230.1% | +158.2% |
| 3Y | +830.2% | -79.6% | +909.7% | +477.5% |
| 5Y | +397.1% | -86.3% | +483.4% | +230.4% |
| All | +1,298.9% | -99.6% | +1,398.4% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling