+65,045.6%
COHR vs EFX
+6,112.3%
+58,933.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +8.3% | -4.5% | +12.9% | +10.0% |
| 30D | -14.1% | -6.1% | -8.1% | -13.2% |
| 3M | -16.0% | +6.2% | -22.2% | -20.3% |
| 6M | +21.5% | -11.2% | +32.7% | +21.4% |
| YTD | +65.4% | -21.4% | +86.9% | +70.2% |
| 1Y | +195.0% | -34.3% | +229.3% | +222.5% |
| 3Y | +830.2% | -12.5% | +842.7% | +804.9% |
| 5Y | +397.1% | -35.6% | +432.7% | +436.3% |
| 10Y | +1,317.7% | +41.8% | +1,275.9% | +1,038.4% |
| All | +65,045.6% | +6,112.3% | +58,933.3% | +24,212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling