+166,681.4%
COHR vs SPY
+3,040.6%
+163,640.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.7% |
| 7D | +10.9% | -2.0% | +12.9% | +13.3% |
| 30D | -10.8% | -1.7% | -9.1% | -9.1% |
| 3M | -17.4% | +4.7% | -22.1% | -20.6% |
| 6M | +12.5% | +12.5% | 0.0% | +1.0% |
| YTD | +58.8% | +11.7% | +47.1% | +44.7% |
| 1Y | +183.3% | +17.5% | +165.8% | +146.8% |
| 3Y | +783.0% | +76.6% | +706.5% | +441.3% |
| 5Y | +377.2% | +82.0% | +295.2% | +195.6% |
| 10Y | +1,261.0% | +317.1% | +943.9% | +313.4% |
| All | +166,681.4% | +3,040.6% | +163,640.8% | +21,307.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling