+139,497.7%
COHR vs STZ
+9,186.5%
+130,311.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.4% |
| 7D | +8.3% | -4.5% | +12.8% | +9.3% |
| 30D | -14.1% | -8.6% | -5.5% | -12.7% |
| 3M | -16.0% | -13.8% | -2.2% | -13.6% |
| 6M | +21.5% | -17.2% | +38.6% | +25.5% |
| YTD | +65.4% | -9.4% | +74.8% | +66.6% |
| 1Y | +195.0% | -11.9% | +206.9% | +198.6% |
| 3Y | +830.2% | -49.6% | +879.8% | +963.4% |
| 5Y | +397.1% | -37.2% | +434.3% | +440.3% |
| 10Y | +1,317.7% | -11.3% | +1,329.0% | +1,306.1% |
| All | +139,497.7% | +9,186.5% | +130,311.2% | +88,187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling