+26.1%
COHR vs SPYM
+9.9%
+16.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.4% | -8.6% | +1.6% |
| 7D | -28.4% | -4.7% | -23.7% | -15.2% |
| 30D | -49.8% | -5.9% | -43.9% | -37.3% |
| 3M | -48.3% | -4.5% | -43.8% | -38.3% |
| 6M | -49.4% | +1.9% | -51.3% | -48.9% |
| YTD | -8.0% | +8.4% | -16.5% | -20.7% |
| 1Y | +26.1% | +9.4% | +16.6% | +7.5% |
| All | +26.1% | +9.9% | +16.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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