+13,388.0%
COHR vs SAP
+2,169.0%
+11,219.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | +13.0% | -0.3% | +13.2% | +12.9% |
| 30D | -6.7% | +0.3% | -6.9% | -7.2% |
| 3M | -14.7% | +16.9% | -31.6% | -20.9% |
| 6M | +20.3% | +6.3% | +13.9% | +13.8% |
| YTD | +64.4% | -12.4% | +76.8% | +64.2% |
| 1Y | +205.9% | -21.6% | +227.5% | +216.7% |
| 3Y | +814.1% | +54.8% | +759.3% | +662.5% |
| 5Y | +387.4% | +56.2% | +331.2% | +306.0% |
| 10Y | +1,308.9% | +179.0% | +1,129.9% | +902.0% |
| All | +13,388.0% | +2,169.0% | +11,219.0% | +6,528.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling