+1,298.9%
COHR vs EFV
+169.9%
+1,129.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +2.7% |
| 7D | +8.3% | -0.8% | +9.1% | +9.5% |
| 30D | -14.1% | +0.6% | -14.8% | -15.0% |
| 3M | -16.0% | +7.5% | -23.5% | -23.6% |
| 6M | +21.5% | +13.0% | +8.4% | +4.4% |
| YTD | +65.4% | +18.3% | +47.1% | +33.8% |
| 1Y | +195.0% | +26.7% | +168.3% | +118.8% |
| 3Y | +830.2% | +89.6% | +740.6% | +313.5% |
| 5Y | +397.1% | +98.2% | +298.9% | +113.2% |
| All | +1,298.9% | +169.9% | +1,129.0% | +381.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling