+194.8%
COHR vs STLA
-38.0%
+232.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.3% | +6.5% |
| 7D | +1.0% | +2.6% | -1.6% | +0.8% |
| 30D | -14.1% | -1.2% | -12.9% | -13.9% |
| 3M | -33.2% | -24.8% | -8.4% | -30.6% |
| 6M | +2.5% | -25.6% | +28.1% | +6.2% |
| YTD | +52.7% | -48.9% | +101.7% | +63.4% |
| 1Y | +194.8% | -38.8% | +233.5% | +209.2% |
| All | +194.8% | -38.0% | +232.8% | +209.2% |
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