+51.6%
COHR vs STRL
-30.1%
+81.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -21.5% | +15.5% | +4.8% |
| 7D | -18.6% | -27.1% | +8.5% | -5.6% |
| 30D | -41.5% | -45.8% | +4.3% | -21.2% |
| 3M | -39.7% | -47.6% | +7.9% | -16.4% |
| 6M | -40.9% | -46.4% | +5.6% | -19.1% |
| YTD | +5.7% | -7.4% | +13.1% | +1.9% |
| 1Y | +51.6% | -25.9% | +77.4% | +64.7% |
| All | +51.6% | -30.1% | +81.7% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling