+26.1%
COHR vs SARO
-6.5%
+32.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.6% | -11.4% | -12.5% |
| 7D | -28.4% | +6.3% | -34.8% | -29.8% |
| 30D | -49.8% | +20.8% | -70.6% | -53.0% |
| 3M | -48.3% | -18.4% | -29.9% | -43.5% |
| 6M | -49.4% | +0.8% | -50.2% | -50.6% |
| YTD | -8.0% | -11.8% | +3.8% | -6.7% |
| 1Y | +26.1% | -7.3% | +33.4% | +21.8% |
| All | +26.1% | -6.5% | +32.6% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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