+62,442.9%
COHR vs ECL
+12,649.2%
+49,793.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +10.9% | -2.6% | +13.5% | +12.2% |
| 30D | -10.8% | -4.6% | -6.2% | -9.2% |
| 3M | -17.4% | +6.0% | -23.3% | -20.4% |
| 6M | +12.5% | -3.0% | +15.4% | +12.5% |
| YTD | +58.8% | +4.0% | +54.8% | +53.7% |
| 1Y | +183.3% | +2.0% | +181.3% | +174.5% |
| 3Y | +783.0% | +53.9% | +729.1% | +611.4% |
| 5Y | +377.2% | +27.1% | +350.1% | +314.5% |
| 10Y | +1,261.0% | +155.0% | +1,106.0% | +784.4% |
| All | +62,442.9% | +12,649.2% | +49,793.8% | +18,917.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling