+830.2%
COHR vs CEG
+166.8%
+663.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +8.3% | -4.8% | +13.1% | +11.1% |
| 30D | -14.1% | +2.3% | -16.5% | -15.1% |
| 3M | -16.0% | +15.6% | -31.6% | -21.5% |
| 6M | +21.5% | -5.0% | +26.5% | +23.6% |
| YTD | +65.4% | -19.0% | +84.5% | +81.5% |
| 1Y | +195.0% | -10.0% | +205.0% | +207.2% |
| 3Y | +830.2% | +163.9% | +666.2% | +528.0% |
| All | +830.2% | +166.8% | +663.4% | +528.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 3y: compounded portfolio wealth divided by compounded CEG 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…
3y analysis · Full analysis span regression · 6 months rolling