+830.2%
COHR vs SYF
+155.9%
+674.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.7% |
| 7D | +8.3% | -4.9% | +13.3% | +11.7% |
| 30D | -14.1% | -4.3% | -9.8% | -12.0% |
| 3M | -16.0% | +5.5% | -21.5% | -19.5% |
| 6M | +21.5% | +17.5% | +4.0% | +7.7% |
| YTD | +65.4% | -7.8% | +73.2% | +69.0% |
| 1Y | +195.0% | +1.6% | +193.4% | +180.1% |
| 3Y | +830.2% | +154.8% | +675.3% | +409.6% |
| All | +830.2% | +155.9% | +674.2% | +409.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling