+1,298.9%
COHR vs SPYM
+325.3%
+973.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +2.7% |
| 7D | +8.3% | -0.8% | +9.1% | +9.8% |
| 30D | -14.1% | -1.1% | -13.1% | -12.6% |
| 3M | -16.0% | +3.9% | -19.9% | -20.0% |
| 6M | +21.5% | +13.6% | +7.8% | +1.1% |
| YTD | +65.4% | +12.7% | +52.7% | +40.7% |
| 1Y | +195.0% | +17.6% | +177.4% | +137.5% |
| 3Y | +830.2% | +77.2% | +752.9% | +338.8% |
| 5Y | +397.1% | +84.1% | +313.0% | +131.0% |
| All | +1,298.9% | +325.3% | +973.6% | +97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling