+393.6%
COHR vs COPX
+163.4%
+230.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +8.3% | -2.3% | +10.7% | +10.2% |
| 30D | -14.1% | +0.3% | -14.4% | -14.4% |
| 3M | -16.0% | +6.8% | -22.8% | -19.5% |
| 6M | +21.5% | +7.9% | +13.5% | +15.6% |
| YTD | +65.4% | +23.7% | +41.7% | +41.9% |
| 1Y | +195.0% | +71.5% | +123.5% | +103.3% |
| 3Y | +830.2% | +149.1% | +681.1% | +391.3% |
| All | +393.6% | +163.4% | +230.2% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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