+393.6%
COHR vs DTE
+30.3%
+363.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.4% |
| 7D | +8.3% | -2.6% | +10.9% | +8.8% |
| 30D | -14.1% | -4.4% | -9.7% | -13.5% |
| 3M | -16.0% | -8.3% | -7.7% | -15.1% |
| 6M | +21.5% | -8.1% | +29.5% | +22.6% |
| YTD | +65.4% | +4.4% | +61.0% | +62.8% |
| 1Y | +195.0% | +0.2% | +194.8% | +192.4% |
| 3Y | +830.2% | +42.6% | +787.5% | +720.5% |
| All | +393.6% | +30.3% | +363.3% | +340.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling