+65,045.6%
COHR vs STT
+7,339.9%
+57,705.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.8% |
| 7D | +8.3% | -0.4% | +8.8% | +8.5% |
| 30D | -14.1% | +1.7% | -15.9% | -14.6% |
| 3M | -16.0% | +17.9% | -33.9% | -20.5% |
| 6M | +21.5% | +55.3% | -33.8% | +4.8% |
| YTD | +65.4% | +52.7% | +12.8% | +43.6% |
| 1Y | +195.0% | +75.7% | +119.4% | +145.0% |
| 3Y | +830.2% | +197.9% | +632.2% | +555.2% |
| 5Y | +397.1% | +158.8% | +238.3% | +264.2% |
| 10Y | +1,317.7% | +269.3% | +1,048.4% | +810.5% |
| All | +65,045.6% | +7,339.9% | +57,705.7% | +23,391.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling