+793.0%
COHR vs STT
+194.3%
+598.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.1% |
| 7D | +10.9% | -1.4% | +12.2% | +12.2% |
| 30D | -10.8% | +2.2% | -13.0% | -12.5% |
| 3M | -17.4% | +18.8% | -36.2% | -29.6% |
| 6M | +12.5% | +57.9% | -45.4% | -26.6% |
| YTD | +58.8% | +51.0% | +7.8% | +7.6% |
| 1Y | +183.3% | +77.1% | +106.1% | +66.5% |
| All | +793.0% | +194.3% | +598.7% | +236.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling