+1,298.9%
COHR vs DTE
+137.8%
+1,161.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.6% |
| 7D | +8.3% | -2.6% | +10.9% | +9.2% |
| 30D | -14.1% | -4.4% | -9.7% | -12.9% |
| 3M | -16.0% | -8.3% | -7.7% | -13.9% |
| 6M | +21.5% | -8.1% | +29.5% | +24.1% |
| YTD | +65.4% | +4.4% | +61.0% | +61.8% |
| 1Y | +195.0% | +0.2% | +194.8% | +192.1% |
| 3Y | +830.2% | +42.6% | +787.5% | +693.2% |
| 5Y | +397.1% | +31.5% | +365.6% | +332.9% |
| All | +1,298.9% | +137.8% | +1,161.0% | +918.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling