+26,141.8%
COHR vs SBAC
+2,110.4%
+24,031.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.5% | -2.9% |
| 7D | +10.9% | -5.3% | +16.2% | +11.8% |
| 30D | -10.8% | +0.4% | -11.2% | -10.9% |
| 3M | -17.4% | -11.9% | -5.5% | -16.1% |
| 6M | +12.5% | -4.5% | +17.0% | +12.1% |
| YTD | +58.8% | -4.3% | +63.2% | +57.9% |
| 1Y | +183.3% | -3.9% | +187.2% | +181.1% |
| 3Y | +783.0% | -11.0% | +794.0% | +771.9% |
| 5Y | +377.2% | -44.1% | +421.3% | +408.9% |
| 10Y | +1,261.0% | +81.6% | +1,179.5% | +1,097.5% |
| All | +26,141.8% | +2,110.4% | +24,031.4% | +14,349.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling