+1,298.9%
COHR vs SSNC
+173.6%
+1,125.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.0% |
| 7D | +8.3% | -4.0% | +12.4% | +11.0% |
| 30D | -14.1% | +0.5% | -14.7% | -15.2% |
| 3M | -16.0% | +18.9% | -34.9% | -28.6% |
| 6M | +21.5% | +10.8% | +10.6% | +6.4% |
| YTD | +65.4% | -7.1% | +72.6% | +63.1% |
| 1Y | +195.0% | -9.6% | +204.6% | +195.7% |
| 3Y | +830.2% | +51.1% | +779.1% | +531.3% |
| 5Y | +397.1% | +19.7% | +377.4% | +303.9% |
| All | +1,298.9% | +173.6% | +1,125.3% | +605.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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