+393.6%
COHR vs STM
+18.6%
+374.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +3.1% |
| 7D | +8.3% | -1.4% | +9.7% | +9.4% |
| 30D | -14.1% | -4.9% | -9.2% | -10.6% |
| 3M | -16.0% | -34.0% | +18.0% | +10.9% |
| 6M | +21.5% | +51.8% | -30.4% | -6.1% |
| YTD | +65.4% | +99.4% | -33.9% | +6.6% |
| 1Y | +195.0% | +99.1% | +95.9% | +87.1% |
| 3Y | +830.2% | +19.5% | +810.7% | +665.5% |
| All | +393.6% | +18.6% | +374.9% | +292.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling