+1,494.5%
COHR vs CVE
+70.3%
+1,424.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | +36.7% | +4.6% | +32.1% | +35.1% |
| 30D | -20.0% | -12.0% | -8.0% | -17.0% |
| 3M | -34.7% | -3.8% | -31.0% | -34.3% |
| 6M | -37.9% | -2.7% | -35.2% | -38.1% |
| YTD | +25.7% | +73.6% | -47.9% | +5.9% |
| 1Y | +48.1% | +62.0% | -13.9% | +27.0% |
| 3Y | +583.2% | +72.7% | +510.5% | +467.4% |
| 5Y | +256.0% | +153.9% | +102.0% | +157.4% |
| 10Y | +704.4% | +147.6% | +556.8% | +398.9% |
| All | +1,494.5% | +70.3% | +1,424.2% | +1,046.4% |
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 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