+51.6%
COHR vs SRE
-7.5%
+59.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -5.3% |
| 7D | -18.6% | -2.1% | -16.5% | -18.1% |
| 30D | -41.5% | +6.1% | -47.6% | -42.5% |
| 3M | -39.7% | -3.5% | -36.2% | -39.2% |
| 6M | -40.9% | -10.8% | -30.1% | -38.7% |
| YTD | +5.7% | -4.0% | +9.7% | +7.5% |
| 1Y | +51.6% | -7.7% | +59.2% | +60.8% |
| All | +51.6% | -7.5% | +59.1% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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