+1,298.9%
COHR vs STM
+672.2%
+626.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +3.2% |
| 7D | +8.3% | -1.4% | +9.7% | +9.3% |
| 30D | -14.1% | -4.9% | -9.2% | -10.8% |
| 3M | -16.0% | -34.0% | +18.0% | +10.0% |
| 6M | +21.5% | +51.8% | -30.4% | -5.7% |
| YTD | +65.4% | +99.4% | -33.9% | +7.5% |
| 1Y | +195.0% | +99.1% | +95.9% | +89.1% |
| 3Y | +830.2% | +19.5% | +810.7% | +672.1% |
| 5Y | +397.1% | +19.5% | +377.6% | +303.9% |
| All | +1,298.9% | +672.2% | +626.7% | +320.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling