+1,298.9%
COHR vs SYF
+258.4%
+1,040.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.8% |
| 7D | +8.3% | -4.9% | +13.3% | +11.0% |
| 30D | -14.1% | -4.3% | -9.8% | -12.4% |
| 3M | -16.0% | +5.5% | -21.5% | -18.7% |
| 6M | +21.5% | +17.5% | +4.0% | +11.1% |
| YTD | +65.4% | -7.8% | +73.2% | +68.1% |
| 1Y | +195.0% | +1.6% | +193.4% | +185.5% |
| 3Y | +830.2% | +154.8% | +675.3% | +488.2% |
| 5Y | +397.1% | +79.5% | +317.6% | +256.2% |
| All | +1,298.9% | +258.4% | +1,040.5% | +623.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling