+195.0%
COHR vs STZ
-11.8%
+206.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.0% |
| 7D | +8.3% | -4.5% | +12.8% | +7.6% |
| 30D | -14.1% | -8.6% | -5.5% | -15.2% |
| 3M | -16.0% | -13.8% | -2.2% | -16.8% |
| 6M | +21.5% | -17.2% | +38.6% | +20.7% |
| YTD | +65.4% | -9.4% | +74.8% | +61.7% |
| 1Y | +195.0% | -11.9% | +206.9% | +206.3% |
| All | +195.0% | -11.8% | +206.8% | +206.3% |
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