+195.0%
COHR vs SPXS
-36.2%
+231.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +1.5% |
| 7D | +8.3% | +2.5% | +5.8% | +11.3% |
| 30D | -14.1% | +4.2% | -18.3% | -10.1% |
| 3M | -16.0% | -9.3% | -6.7% | -20.9% |
| 6M | +21.5% | -30.7% | +52.2% | -7.0% |
| YTD | +65.4% | -28.1% | +93.5% | +34.8% |
| 1Y | +195.0% | -35.1% | +230.1% | +123.0% |
| All | +195.0% | -36.2% | +231.2% | +123.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling