+195.0%
COHR vs SAP
-19.0%
+214.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +8.3% | -4.1% | +12.4% | +6.7% |
| 30D | -14.1% | +1.1% | -15.2% | -13.5% |
| 3M | -16.0% | +26.1% | -42.1% | -5.8% |
| 6M | +21.5% | +9.8% | +11.7% | +37.1% |
| YTD | +65.4% | -13.6% | +79.0% | +93.7% |
| 1Y | +195.0% | -18.7% | +213.7% | +250.7% |
| All | +195.0% | -19.0% | +214.0% | +250.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling