+4,024.8%
COHU vs SPY
+3,067.3%
+957.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.1% |
| 7D | +12.5% | -0.8% | +13.3% | +13.7% |
| 30D | +1.7% | -1.1% | +2.7% | +3.2% |
| 3M | -2.5% | +3.9% | -6.4% | -6.2% |
| 6M | +99.3% | +13.6% | +85.7% | +71.9% |
| YTD | +145.3% | +12.7% | +132.6% | +114.7% |
| 1Y | +168.6% | +17.5% | +151.1% | +123.9% |
| 3Y | +63.4% | +76.9% | -13.5% | -18.1% |
| 5Y | +65.8% | +83.6% | -17.7% | -17.6% |
| 10Y | +446.6% | +320.7% | +125.9% | +4.3% |
| All | +4,024.8% | +3,067.3% | +957.5% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling