+168,792.7%
COHR vs STRL
+19,706.0%
+149,086.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +13.0% | +8.2% | +4.8% | +12.1% |
| 30D | -6.7% | -6.3% | -0.4% | -5.9% |
| 3M | -14.7% | -41.2% | +26.5% | -9.9% |
| 6M | +20.3% | +20.4% | -0.1% | +18.1% |
| YTD | +64.4% | +61.7% | +2.7% | +57.6% |
| 1Y | +205.9% | +72.7% | +133.2% | +191.6% |
| 3Y | +814.1% | +530.9% | +283.2% | +688.4% |
| 5Y | +387.4% | +2,125.4% | -1,738.0% | +283.7% |
| 10Y | +1,308.9% | +7,301.3% | -5,992.4% | +915.3% |
| All | +168,792.7% | +19,706.0% | +149,086.7% | +93,204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling