+1,298.9%
COHR vs ED
+108.5%
+1,190.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.1% |
| 7D | +8.3% | -0.8% | +9.1% | +8.3% |
| 30D | -14.1% | -0.4% | -13.7% | -14.1% |
| 3M | -16.0% | +0.5% | -16.5% | -16.0% |
| 6M | +21.5% | -3.1% | +24.6% | +21.4% |
| YTD | +65.4% | +9.8% | +55.6% | +65.8% |
| 1Y | +195.0% | +12.6% | +182.4% | +195.6% |
| 3Y | +830.2% | +31.4% | +798.8% | +799.0% |
| 5Y | +397.1% | +69.4% | +327.7% | +354.9% |
| All | +1,298.9% | +108.5% | +1,190.3% | +1,227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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