+76.9%
SPY vs COHR
+805.6%
-728.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.3% |
| 7D | -0.8% | +8.3% | -9.1% | -1.8% |
| 30D | -1.1% | -14.1% | +13.1% | +0.5% |
| 3M | +3.9% | -16.0% | +19.9% | +4.5% |
| 6M | +13.6% | +21.5% | -7.9% | +7.0% |
| YTD | +12.7% | +65.4% | -52.8% | +0.3% |
| 1Y | +17.5% | +195.0% | -177.5% | -5.8% |
| 3Y | +76.9% | +830.2% | -753.3% | +11.4% |
| All | +76.9% | +805.6% | -728.7% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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