+1,298.9%
COHR vs SAN
+357.1%
+941.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.0% |
| 7D | +8.3% | +0.2% | +8.1% | +8.2% |
| 30D | -14.1% | +0.9% | -15.1% | -14.6% |
| 3M | -16.0% | +19.1% | -35.1% | -23.0% |
| 6M | +21.5% | +33.2% | -11.7% | +5.3% |
| YTD | +65.4% | +29.1% | +36.3% | +44.8% |
| 1Y | +195.0% | +50.2% | +144.8% | +139.7% |
| 3Y | +830.2% | +351.0% | +479.1% | +336.2% |
| 5Y | +397.1% | +394.7% | +2.4% | +115.7% |
| All | +1,298.9% | +357.1% | +941.8% | +511.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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