+793.0%
COHR vs STLD
+136.9%
+656.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.4% |
| 7D | +10.9% | -3.6% | +14.5% | +13.5% |
| 30D | -10.8% | -10.1% | -0.7% | -4.4% |
| 3M | -17.4% | -11.4% | -5.9% | -11.8% |
| 6M | +12.5% | +30.8% | -18.3% | -8.0% |
| YTD | +58.8% | +40.7% | +18.2% | +24.0% |
| 1Y | +183.3% | +80.8% | +102.5% | +87.6% |
| All | +793.0% | +136.9% | +656.1% | +373.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling