+1,836.5%
COHR vs CVE
+89.9%
+1,746.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.3% | +7.9% | +7.0% |
| 7D | +1.0% | +2.5% | -1.5% | +0.2% |
| 30D | -14.1% | +16.7% | -30.9% | -18.1% |
| 3M | -33.2% | +9.3% | -42.5% | -35.2% |
| 6M | +2.5% | +43.6% | -41.1% | -8.5% |
| YTD | +52.7% | +93.6% | -40.9% | +25.0% |
| 1Y | +194.8% | +98.8% | +96.0% | +139.0% |
| 3Y | +650.8% | +73.6% | +577.2% | +521.7% |
| 5Y | +358.4% | +312.5% | +45.9% | +190.8% |
| 10Y | +1,191.2% | +161.0% | +1,030.1% | +692.9% |
| All | +1,836.5% | +89.9% | +1,746.6% | +1,253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling