+363.0%
COHR vs CEG
+678.4%
-315.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +8.3% | -4.8% | +13.1% | +10.8% |
| 30D | -14.1% | +2.3% | -16.5% | -15.0% |
| 3M | -16.0% | +15.6% | -31.6% | -21.0% |
| 6M | +21.5% | -5.0% | +26.5% | +23.5% |
| YTD | +65.4% | -19.0% | +84.5% | +80.2% |
| 1Y | +195.0% | -10.0% | +205.0% | +206.8% |
| 3Y | +830.2% | +163.9% | +666.2% | +547.5% |
| All | +363.0% | +678.4% | -315.5% | +193.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling