+830.2%
COHR vs SPYG
+98.4%
+731.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +2.3% |
| 7D | +8.3% | -0.9% | +9.2% | +10.5% |
| 30D | -14.1% | -1.5% | -12.6% | -11.1% |
| 3M | -16.0% | +3.7% | -19.7% | -20.0% |
| 6M | +21.5% | +16.4% | +5.0% | -8.3% |
| YTD | +65.4% | +13.3% | +52.1% | +33.8% |
| 1Y | +195.0% | +17.9% | +177.1% | +124.1% |
| 3Y | +830.2% | +98.3% | +731.8% | +191.6% |
| All | +830.2% | +98.4% | +731.8% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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