+1,298.9%
COHR vs SRE
+122.3%
+1,176.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.5% |
| 7D | +8.3% | -0.8% | +9.2% | +8.7% |
| 30D | -14.1% | -3.0% | -11.1% | -13.3% |
| 3M | -16.0% | -8.3% | -7.7% | -13.5% |
| 6M | +21.5% | -8.9% | +30.4% | +25.4% |
| YTD | +65.4% | -4.3% | +69.7% | +67.0% |
| 1Y | +195.0% | +2.7% | +192.3% | +188.9% |
| 3Y | +830.2% | +28.7% | +801.5% | +720.4% |
| 5Y | +397.1% | +47.1% | +350.0% | +312.8% |
| All | +1,298.9% | +122.3% | +1,176.5% | +927.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling