+1,298.9%
COHR vs SAP
+176.2%
+1,122.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.0% |
| 7D | +8.3% | -4.1% | +12.4% | +10.8% |
| 30D | -14.1% | +1.1% | -15.2% | -15.3% |
| 3M | -16.0% | +26.1% | -42.1% | -30.0% |
| 6M | +21.5% | +9.8% | +11.7% | +7.8% |
| YTD | +65.4% | -13.6% | +79.0% | +69.3% |
| 1Y | +195.0% | -18.7% | +213.7% | +214.6% |
| 3Y | +830.2% | +54.1% | +776.0% | +511.7% |
| 5Y | +397.1% | +54.7% | +342.4% | +220.9% |
| All | +1,298.9% | +176.2% | +1,122.7% | +456.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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