+1,243.0%
COHR vs CVE
+177.3%
+1,065.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +10.9% | +1.6% | +9.2% | +10.4% |
| 30D | -10.8% | +11.7% | -22.5% | -13.2% |
| 3M | -17.4% | +18.2% | -35.5% | -21.3% |
| 6M | +12.5% | +48.8% | -36.3% | +0.9% |
| YTD | +58.8% | +99.4% | -40.5% | +32.2% |
| 1Y | +183.3% | +97.9% | +85.4% | +135.9% |
| 3Y | +783.0% | +76.3% | +706.8% | +642.4% |
| 5Y | +377.2% | +344.6% | +32.6% | +220.5% |
| All | +1,243.0% | +177.3% | +1,065.7% | +791.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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