+393.6%
COHR vs CDE
+196.4%
+197.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.9% |
| 7D | +8.3% | -3.1% | +11.4% | +9.1% |
| 30D | -14.1% | +9.5% | -23.6% | -16.3% |
| 3M | -16.0% | +25.5% | -41.5% | -21.0% |
| 6M | +21.5% | -7.9% | +29.4% | +22.0% |
| YTD | +65.4% | +15.6% | +49.9% | +57.1% |
| 1Y | +195.0% | +34.0% | +161.0% | +168.6% |
| 3Y | +830.2% | +791.9% | +38.2% | +488.2% |
| All | +393.6% | +196.4% | +197.1% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 5y: compounded portfolio wealth divided by compounded CDE 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…
5y analysis · Full analysis span regression · 6 months rolling