+830.2%
COHR vs SPY
+77.0%
+753.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +1.9% |
| 7D | +8.3% | -0.8% | +9.1% | +10.5% |
| 30D | -14.1% | -1.1% | -13.1% | -11.9% |
| 3M | -16.0% | +3.9% | -19.9% | -22.3% |
| 6M | +21.5% | +13.6% | +7.9% | -8.9% |
| YTD | +65.4% | +12.7% | +52.8% | +28.0% |
| 1Y | +195.0% | +17.5% | +177.5% | +109.3% |
| 3Y | +830.2% | +76.9% | +753.3% | +191.2% |
| All | +830.2% | +77.0% | +753.2% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling