+65,045.6%
COHR vs DE
+14,464.1%
+50,581.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +8.3% | -2.6% | +10.9% | +9.3% |
| 30D | -14.1% | +9.0% | -23.2% | -17.1% |
| 3M | -16.0% | +19.1% | -35.2% | -21.3% |
| 6M | +21.5% | +14.4% | +7.1% | +15.7% |
| YTD | +65.4% | +45.9% | +19.5% | +43.8% |
| 1Y | +195.0% | +43.6% | +151.4% | +157.2% |
| 3Y | +830.2% | +75.9% | +754.3% | +658.1% |
| 5Y | +397.1% | +98.8% | +298.3% | +284.2% |
| 10Y | +1,317.7% | +861.4% | +456.3% | +568.3% |
| All | +65,045.6% | +14,464.1% | +50,581.5% | +23,077.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling