+1,859.0%
COHR vs STLA
+245.5%
+1,613.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +10.9% | -3.8% | +14.7% | +12.1% |
| 30D | -10.8% | -3.1% | -7.7% | -10.5% |
| 3M | -17.4% | -19.6% | +2.3% | -12.5% |
| 6M | +12.5% | -23.5% | +36.0% | +20.8% |
| YTD | +58.8% | -51.5% | +110.4% | +91.3% |
| 1Y | +183.3% | -39.7% | +222.9% | +215.3% |
| 3Y | +783.0% | -66.3% | +849.4% | +1,057.2% |
| 5Y | +377.2% | -63.1% | +440.4% | +502.9% |
| 10Y | +1,261.0% | +48.5% | +1,212.6% | +1,174.5% |
| All | +1,859.0% | +245.5% | +1,613.6% | +1,703.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling