+830.2%
COHR vs EFX
-12.2%
+842.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.1% |
| 7D | +8.3% | -4.5% | +12.9% | +8.9% |
| 30D | -14.1% | -6.1% | -8.1% | -13.9% |
| 3M | -16.0% | +6.2% | -22.2% | -19.2% |
| 6M | +21.5% | -11.2% | +32.7% | +22.8% |
| YTD | +65.4% | -21.4% | +86.9% | +73.0% |
| 1Y | +195.0% | -34.3% | +229.3% | +236.5% |
| 3Y | +830.2% | -12.5% | +842.7% | +745.7% |
| All | +830.2% | -12.2% | +842.3% | +745.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling