+657.5%
COHR vs CVE
+149.3%
+508.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.2% |
| 7D | +13.1% | +5.9% | +7.2% | +11.6% |
| 30D | -17.2% | -10.9% | -6.3% | -14.8% |
| 3M | -33.3% | -4.5% | -28.8% | -32.8% |
| 6M | -46.0% | -1.0% | -45.0% | -46.3% |
| YTD | +18.2% | +74.7% | -56.5% | +1.5% |
| 1Y | +55.9% | +65.8% | -10.0% | +35.3% |
| 3Y | +544.7% | +73.2% | +471.5% | +445.7% |
| 5Y | +234.6% | +155.6% | +79.0% | +154.0% |
| All | +657.5% | +149.3% | +508.2% | +418.7% |
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