+51.6%
COHR vs EFV
+25.8%
+25.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.1% | -10.8% |
| 7D | -18.6% | +2.9% | -21.5% | -22.4% |
| 30D | -41.5% | +3.6% | -45.1% | -44.9% |
| 3M | -39.7% | -0.1% | -39.6% | -39.6% |
| 6M | -40.9% | +9.6% | -50.5% | -48.9% |
| YTD | +5.7% | +17.0% | -11.3% | -20.6% |
| 1Y | +51.6% | +25.7% | +25.9% | +0.3% |
| All | +51.6% | +25.8% | +25.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling