+51.6%
COHR vs STLA
-53.0%
+104.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.8% | -9.8% | -6.1% |
| 7D | -18.6% | -0.6% | -17.9% | -18.5% |
| 30D | -41.5% | +3.6% | -45.1% | -41.6% |
| 3M | -39.7% | -20.6% | -19.1% | -39.6% |
| 6M | -40.9% | -34.3% | -6.5% | -39.6% |
| YTD | +5.7% | -57.3% | +63.0% | +6.1% |
| 1Y | +51.6% | -52.6% | +104.2% | +47.4% |
| All | +51.6% | -53.0% | +104.6% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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