+194.8%
COHR vs EFX
-25.2%
+220.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -6.4% | +13.0% | +3.3% |
| 7D | +1.0% | -8.6% | +9.6% | -3.4% |
| 30D | -14.1% | +0.1% | -14.2% | -13.6% |
| 3M | -33.2% | +3.8% | -37.0% | -30.2% |
| 6M | +2.5% | -13.5% | +16.1% | +4.3% |
| YTD | +52.7% | -17.7% | +70.4% | +54.1% |
| 1Y | +194.8% | -25.6% | +220.3% | +197.9% |
| All | +194.8% | -25.2% | +220.0% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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