+809.3%
COHR vs CVE
+75.1%
+734.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.6% | +6.1% |
| 7D | +11.0% | +0.2% | +10.8% | +10.9% |
| 30D | -20.4% | +17.5% | -37.9% | -25.6% |
| 3M | -24.9% | +16.2% | -41.1% | -29.8% |
| 6M | +28.1% | +47.8% | -19.7% | +6.6% |
| YTD | +63.6% | +98.5% | -34.9% | +18.2% |
| 1Y | +205.9% | +109.8% | +96.2% | +114.3% |
| 3Y | +809.3% | +75.5% | +733.8% | +504.7% |
| All | +809.3% | +75.1% | +734.2% | +504.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling