+1,298.9%
COHR vs STT
+271.9%
+1,026.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.5% |
| 7D | +8.3% | -0.4% | +8.8% | +8.6% |
| 30D | -14.1% | +1.7% | -15.9% | -15.1% |
| 3M | -16.0% | +17.9% | -33.9% | -24.1% |
| 6M | +21.5% | +55.3% | -33.8% | -7.2% |
| YTD | +65.4% | +52.7% | +12.8% | +27.6% |
| 1Y | +195.0% | +75.7% | +119.4% | +110.0% |
| 3Y | +830.2% | +197.9% | +632.2% | +389.9% |
| 5Y | +397.1% | +158.8% | +238.3% | +175.1% |
| All | +1,298.9% | +271.9% | +1,026.9% | +479.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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