+195.0%
COHR vs SYF
+3.3%
+191.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +4.0% |
| 7D | +8.3% | -4.9% | +13.3% | +9.7% |
| 30D | -14.1% | -4.3% | -9.8% | -13.2% |
| 3M | -16.0% | +5.5% | -21.5% | -17.0% |
| 6M | +21.5% | +17.5% | +4.0% | +17.0% |
| YTD | +65.4% | -7.8% | +73.2% | +65.0% |
| 1Y | +195.0% | +1.6% | +193.4% | +181.7% |
| All | +195.0% | +3.3% | +191.7% | +181.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling