+830.2%
COHR vs SSNC
+49.3%
+780.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.8% |
| 7D | +8.3% | -4.0% | +12.4% | +9.3% |
| 30D | -14.1% | +0.5% | -14.7% | -14.6% |
| 3M | -16.0% | +18.9% | -34.9% | -21.9% |
| 6M | +21.5% | +10.8% | +10.6% | +16.7% |
| YTD | +65.4% | -7.1% | +72.6% | +80.6% |
| 1Y | +195.0% | -9.6% | +204.6% | +230.1% |
| 3Y | +830.2% | +51.1% | +779.1% | +547.8% |
| All | +830.2% | +49.3% | +780.9% | +547.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling