+3,042.8%
SPY vs COHR
+166,681.4%
-163,638.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.2% |
| 7D | -2.0% | +10.9% | -12.9% | -3.2% |
| 30D | -1.7% | -10.8% | +9.1% | -0.8% |
| 3M | +4.7% | -17.4% | +22.1% | +5.5% |
| 6M | +12.5% | +12.5% | 0.0% | +8.4% |
| YTD | +11.7% | +58.8% | -47.1% | +2.8% |
| 1Y | +17.5% | +183.3% | -165.8% | +0.5% |
| 3Y | +76.6% | +783.0% | -706.5% | +28.7% |
| 5Y | +82.0% | +377.2% | -295.2% | +38.3% |
| 10Y | +317.1% | +1,261.0% | -943.9% | +173.5% |
| All | +3,042.8% | +166,681.4% | -163,638.6% | +1,685.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling