+830.2%
COHR vs SU
+120.0%
+710.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +8.3% | +2.2% | +6.1% | +7.5% |
| 30D | -14.1% | +8.4% | -22.6% | -16.7% |
| 3M | -16.0% | +12.1% | -28.1% | -20.1% |
| 6M | +21.5% | +19.7% | +1.8% | +11.1% |
| YTD | +65.4% | +58.4% | +7.0% | +32.9% |
| 1Y | +195.0% | +67.2% | +127.8% | +130.8% |
| 3Y | +830.2% | +125.0% | +705.1% | +571.0% |
| All | +830.2% | +120.0% | +710.2% | +571.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 3y: compounded portfolio wealth divided by compounded SU 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…
3y analysis · Full analysis span regression · 6 months rolling