+195.0%
COHR vs EFX
-30.9%
+225.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.5% |
| 7D | +8.3% | -4.5% | +12.9% | +5.8% |
| 30D | -14.1% | -6.1% | -8.1% | -16.1% |
| 3M | -16.0% | +6.2% | -22.2% | -12.6% |
| 6M | +21.5% | -11.2% | +32.7% | +22.9% |
| YTD | +65.4% | -21.4% | +86.9% | +62.7% |
| 1Y | +195.0% | -34.3% | +229.3% | +192.0% |
| All | +195.0% | -30.9% | +225.9% | +192.0% |
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