+1,298.9%
COHR vs SYY
+116.5%
+1,182.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.8% |
| 7D | +8.3% | +3.9% | +4.4% | +6.9% |
| 30D | -14.1% | -1.7% | -12.4% | -13.7% |
| 3M | -16.0% | +5.2% | -21.2% | -18.0% |
| 6M | +21.5% | -0.2% | +21.7% | +20.4% |
| YTD | +65.4% | +15.4% | +50.1% | +55.8% |
| 1Y | +195.0% | +5.6% | +189.4% | +184.9% |
| 3Y | +830.2% | +28.9% | +801.3% | +717.0% |
| 5Y | +397.1% | +24.1% | +373.0% | +345.5% |
| All | +1,298.9% | +116.5% | +1,182.3% | +938.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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