+233.9%
COHR vs SARO
-22.5%
+256.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.1% |
| 7D | +8.3% | -3.1% | +11.4% | +10.4% |
| 30D | -14.1% | -12.2% | -1.9% | -6.9% |
| 3M | -16.0% | -7.4% | -8.6% | -12.3% |
| 6M | +21.5% | -15.3% | +36.7% | +31.3% |
| YTD | +65.4% | -16.2% | +81.6% | +78.6% |
| 1Y | +195.0% | -12.1% | +207.1% | +204.6% |
| All | +233.9% | -22.5% | +256.3% | +235.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling