+1,298.9%
COHR vs STRL
+7,221.5%
-5,922.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.2% | +2.0% |
| 7D | +8.3% | +5.0% | +3.3% | +6.3% |
| 30D | -14.1% | -6.9% | -7.2% | -11.2% |
| 3M | -16.0% | -39.1% | +23.0% | +3.1% |
| 6M | +21.5% | +21.5% | 0.0% | +7.4% |
| YTD | +65.4% | +66.9% | -1.4% | +29.4% |
| 1Y | +195.0% | +61.6% | +133.4% | +131.7% |
| 3Y | +830.2% | +560.0% | +270.2% | +334.9% |
| 5Y | +397.1% | +2,238.9% | -1,841.8% | +51.5% |
| All | +1,298.9% | +7,221.5% | -5,922.6% | +197.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling