+1,298.9%
COHR vs SBAC
+87.1%
+1,211.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +1.9% | +3.6% |
| 7D | +8.3% | -2.1% | +10.4% | +8.9% |
| 30D | -14.1% | +2.0% | -16.1% | -14.7% |
| 3M | -16.0% | -8.3% | -7.7% | -14.7% |
| 6M | +21.5% | +0.3% | +21.1% | +18.8% |
| YTD | +65.4% | -2.2% | +67.7% | +62.4% |
| 1Y | +195.0% | -4.6% | +199.6% | +191.6% |
| 3Y | +830.2% | -8.3% | +838.4% | +784.8% |
| 5Y | +397.1% | -42.8% | +439.9% | +466.7% |
| All | +1,298.9% | +87.1% | +1,211.7% | +1,107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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