+9,103.6%
COHR vs STLD
+8,684.3%
+419.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.2% | +7.1% |
| 7D | +1.0% | +3.1% | -2.2% | -0.1% |
| 30D | -14.1% | -9.0% | -5.1% | -11.8% |
| 3M | -33.2% | -12.4% | -20.8% | -30.8% |
| 6M | +2.5% | +25.5% | -23.0% | -4.5% |
| YTD | +52.7% | +43.6% | +9.1% | +36.6% |
| 1Y | +194.8% | +87.2% | +107.6% | +143.7% |
| 3Y | +650.8% | +135.2% | +515.6% | +481.9% |
| 5Y | +358.4% | +290.9% | +67.5% | +199.3% |
| 10Y | +1,191.2% | +1,113.5% | +77.7% | +489.7% |
| All | +9,103.6% | +8,684.3% | +419.3% | +2,337.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling