+830.2%
COHR vs ECL
+56.3%
+773.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.6% |
| 7D | +8.3% | -1.1% | +9.5% | +8.8% |
| 30D | -14.1% | -0.8% | -13.3% | -14.0% |
| 3M | -16.0% | +5.0% | -21.1% | -19.0% |
| 6M | +21.5% | +0.2% | +21.2% | +19.8% |
| YTD | +65.4% | +5.8% | +59.7% | +57.7% |
| 1Y | +195.0% | +1.5% | +193.5% | +186.0% |
| 3Y | +830.2% | +55.0% | +775.2% | +514.8% |
| All | +830.2% | +56.3% | +773.8% | +514.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling