+51.6%
COHR vs DE
+49.6%
+2.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -6.5% |
| 7D | -18.6% | +5.6% | -24.2% | -20.3% |
| 30D | -41.5% | -0.8% | -40.7% | -41.4% |
| 3M | -39.7% | +9.8% | -49.6% | -42.9% |
| 6M | -40.9% | +17.5% | -58.4% | -45.8% |
| YTD | +5.7% | +46.5% | -40.8% | +2.8% |
| 1Y | +51.6% | +46.1% | +5.5% | +46.6% |
| All | +51.6% | +49.6% | +2.0% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling