+195.0%
COHR vs STLD
+82.8%
+112.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.4% |
| 7D | +8.3% | -0.9% | +9.3% | +9.0% |
| 30D | -14.1% | -8.9% | -5.2% | -8.6% |
| 3M | -16.0% | -14.0% | -2.0% | -7.4% |
| 6M | +21.5% | +30.8% | -9.4% | -3.0% |
| YTD | +65.4% | +42.3% | +23.2% | +26.7% |
| 1Y | +195.0% | +81.1% | +113.9% | +104.7% |
| All | +195.0% | +82.8% | +112.2% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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