+387.4%
COHR vs CVE
+350.0%
+37.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +13.0% | +2.0% | +11.0% | +12.3% |
| 30D | -6.7% | +13.2% | -19.9% | -10.4% |
| 3M | -14.7% | +21.7% | -36.4% | -20.8% |
| 6M | +20.3% | +48.4% | -28.1% | +4.0% |
| YTD | +64.4% | +100.1% | -35.7% | +27.8% |
| 1Y | +205.9% | +107.8% | +98.0% | +134.2% |
| 3Y | +814.1% | +76.9% | +737.2% | +601.0% |
| 5Y | +387.4% | +346.2% | +41.1% | +201.4% |
| All | +387.4% | +350.0% | +37.4% | +201.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling