+393.6%
COHR vs DE
+97.2%
+296.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +8.3% | -2.6% | +10.9% | +9.8% |
| 30D | -14.1% | +9.0% | -23.2% | -18.8% |
| 3M | -16.0% | +19.1% | -35.2% | -24.4% |
| 6M | +21.5% | +14.4% | +7.1% | +11.8% |
| YTD | +65.4% | +45.9% | +19.5% | +31.7% |
| 1Y | +195.0% | +43.6% | +151.4% | +135.8% |
| 3Y | +830.2% | +75.9% | +754.3% | +567.3% |
| All | +393.6% | +97.2% | +296.4% | +218.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling