+830.2%
COHR vs EFV
+90.2%
+739.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +2.4% |
| 7D | +8.3% | -0.8% | +9.1% | +9.7% |
| 30D | -14.1% | +0.6% | -14.8% | -15.2% |
| 3M | -16.0% | +7.5% | -23.5% | -25.1% |
| 6M | +21.5% | +13.0% | +8.4% | +1.2% |
| YTD | +65.4% | +18.3% | +47.1% | +27.9% |
| 1Y | +195.0% | +26.7% | +168.3% | +105.8% |
| 3Y | +830.2% | +89.6% | +740.6% | +240.1% |
| All | +830.2% | +90.2% | +739.9% | +240.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling