+6,458.3%
COHR vs SPYG
+559.0%
+5,899.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.2% |
| 7D | +8.3% | -0.9% | +9.2% | +9.4% |
| 30D | -14.1% | -1.5% | -12.6% | -12.6% |
| 3M | -16.0% | +3.7% | -19.7% | -17.6% |
| 6M | +21.5% | +16.4% | +5.0% | +6.3% |
| YTD | +65.4% | +13.3% | +52.1% | +50.5% |
| 1Y | +195.0% | +17.9% | +177.1% | +160.8% |
| 3Y | +830.2% | +98.3% | +731.8% | +423.3% |
| 5Y | +397.1% | +86.4% | +310.7% | +205.5% |
| 10Y | +1,317.7% | +421.9% | +895.8% | +257.7% |
| All | +6,458.3% | +559.0% | +5,899.3% | +1,030.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling