+195.0%
COHR vs SAN
+51.4%
+143.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +2.6% |
| 7D | +8.3% | +0.2% | +8.1% | +8.2% |
| 30D | -14.1% | +0.9% | -15.1% | -14.8% |
| 3M | -16.0% | +19.1% | -35.1% | -24.8% |
| 6M | +21.5% | +33.2% | -11.7% | +1.3% |
| YTD | +65.4% | +29.1% | +36.3% | +36.3% |
| 1Y | +195.0% | +50.2% | +144.8% | +117.8% |
| All | +195.0% | +51.4% | +143.6% | +117.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling