+393.6%
COHR vs ED
+67.9%
+325.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.0% |
| 7D | +8.3% | -0.8% | +9.1% | +7.9% |
| 30D | -14.1% | -0.4% | -13.7% | -14.2% |
| 3M | -16.0% | +0.5% | -16.5% | -15.4% |
| 6M | +21.5% | -3.1% | +24.6% | +21.1% |
| YTD | +65.4% | +9.8% | +55.6% | +73.7% |
| 1Y | +195.0% | +12.6% | +182.4% | +214.0% |
| 3Y | +830.2% | +31.4% | +798.8% | +885.1% |
| All | +393.6% | +67.9% | +325.6% | +454.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling