+233.8%
COHR vs CVE
+158.6%
+75.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.2% |
| 7D | +13.1% | +5.9% | +7.2% | +11.1% |
| 30D | -17.2% | -10.9% | -6.3% | -14.0% |
| 3M | -33.3% | -4.5% | -28.8% | -32.7% |
| 6M | -46.0% | -1.0% | -45.0% | -46.4% |
| YTD | +18.2% | +74.7% | -56.5% | -4.9% |
| 1Y | +55.9% | +65.8% | -10.0% | +27.4% |
| 3Y | +544.7% | +73.2% | +471.5% | +395.8% |
| All | +233.8% | +158.6% | +75.2% | +132.1% |
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