+194.8%
COHR vs STZ
-10.2%
+204.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.3% | +6.5% |
| 7D | +1.0% | -1.9% | +2.9% | +0.7% |
| 30D | -14.1% | -1.9% | -12.2% | -14.5% |
| 3M | -33.2% | -6.2% | -27.0% | -33.3% |
| 6M | +2.5% | -14.0% | +16.6% | +2.4% |
| YTD | +52.7% | -5.1% | +57.8% | +50.7% |
| 1Y | +194.8% | -9.6% | +204.3% | +208.4% |
| All | +194.8% | -10.2% | +204.9% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling