+1,298.9%
COHR vs STLA
+55.1%
+1,243.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.2% |
| 7D | +8.3% | -2.9% | +11.2% | +9.6% |
| 30D | -14.1% | +0.9% | -15.1% | -15.2% |
| 3M | -16.0% | -21.6% | +5.6% | -7.8% |
| 6M | +21.5% | -21.6% | +43.1% | +32.9% |
| YTD | +65.4% | -50.4% | +115.9% | +113.7% |
| 1Y | +195.0% | -43.6% | +238.6% | +253.6% |
| 3Y | +830.2% | -66.4% | +896.6% | +1,266.6% |
| 5Y | +397.1% | -62.3% | +459.4% | +573.1% |
| All | +1,298.9% | +55.1% | +1,243.8% | +980.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling