+393.6%
COHR vs STZ
-37.6%
+431.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.4% |
| 7D | +8.3% | -4.5% | +12.8% | +9.4% |
| 30D | -14.1% | -8.6% | -5.5% | -12.6% |
| 3M | -16.0% | -13.8% | -2.2% | -13.1% |
| 6M | +21.5% | -17.2% | +38.6% | +26.5% |
| YTD | +65.4% | -9.4% | +74.8% | +64.6% |
| 1Y | +195.0% | -11.9% | +206.9% | +196.5% |
| 3Y | +830.2% | -49.6% | +879.8% | +1,070.1% |
| All | +393.6% | -37.6% | +431.2% | +407.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling