+393.6%
COHR vs STLD
+286.6%
+107.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.6% |
| 7D | +8.3% | -0.9% | +9.3% | +8.9% |
| 30D | -14.1% | -8.9% | -5.2% | -10.0% |
| 3M | -16.0% | -14.0% | -2.0% | -10.1% |
| 6M | +21.5% | +30.8% | -9.4% | +4.7% |
| YTD | +65.4% | +42.3% | +23.2% | +37.0% |
| 1Y | +195.0% | +81.1% | +113.9% | +117.1% |
| 3Y | +830.2% | +149.2% | +681.0% | +495.3% |
| All | +393.6% | +286.6% | +107.0% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling