+830.2%
COHR vs STM
+18.4%
+811.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +3.2% |
| 7D | +8.3% | -1.4% | +9.7% | +9.4% |
| 30D | -14.1% | -4.9% | -9.2% | -10.7% |
| 3M | -16.0% | -34.0% | +18.0% | +9.6% |
| 6M | +21.5% | +51.8% | -30.4% | -3.2% |
| YTD | +65.4% | +99.4% | -33.9% | +11.7% |
| 1Y | +195.0% | +99.1% | +95.9% | +96.1% |
| 3Y | +830.2% | +19.5% | +810.7% | +669.7% |
| All | +830.2% | +18.4% | +811.7% | +669.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling