+393.6%
COHR vs STLA
-62.8%
+456.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.2% |
| 7D | +8.3% | -2.9% | +11.2% | +9.5% |
| 30D | -14.1% | +0.9% | -15.1% | -15.1% |
| 3M | -16.0% | -21.6% | +5.6% | -7.9% |
| 6M | +21.5% | -21.6% | +43.1% | +32.7% |
| YTD | +65.4% | -50.4% | +115.9% | +113.5% |
| 1Y | +195.0% | -43.6% | +238.6% | +250.8% |
| 3Y | +830.2% | -66.4% | +896.6% | +1,253.7% |
| All | +393.6% | -62.8% | +456.4% | +547.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling