+64,642.4%
COHR vs ED
+2,221.6%
+62,420.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | +13.0% | -0.2% | +13.1% | +13.0% |
| 30D | -6.7% | +1.9% | -8.6% | -7.1% |
| 3M | -14.7% | +1.9% | -16.6% | -15.5% |
| 6M | +20.3% | -2.3% | +22.5% | +20.0% |
| YTD | +64.4% | +10.9% | +53.5% | +58.7% |
| 1Y | +205.9% | +14.5% | +191.4% | +191.4% |
| 3Y | +814.1% | +33.4% | +780.7% | +706.5% |
| 5Y | +387.4% | +67.3% | +320.1% | +293.7% |
| 10Y | +1,308.9% | +110.7% | +1,198.2% | +906.4% |
| All | +64,642.4% | +2,221.6% | +62,420.8% | +23,097.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling