+830.2%
COHR vs STRL
+546.4%
+283.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.2% | +1.4% |
| 7D | +8.3% | +5.0% | +3.3% | +5.7% |
| 30D | -14.1% | -6.9% | -7.2% | -10.5% |
| 3M | -16.0% | -39.1% | +23.0% | +7.8% |
| 6M | +21.5% | +21.5% | 0.0% | +1.3% |
| YTD | +65.4% | +66.9% | -1.4% | +15.7% |
| 1Y | +195.0% | +61.6% | +133.4% | +105.7% |
| 3Y | +830.2% | +560.0% | +270.2% | +233.7% |
| All | +830.2% | +546.4% | +283.8% | +233.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling