+393.6%
COHR vs EL
-69.0%
+462.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | +8.3% | -6.5% | +14.8% | +10.9% |
| 30D | -14.1% | +11.1% | -25.3% | -18.2% |
| 3M | -16.0% | +10.7% | -26.7% | -20.0% |
| 6M | +21.5% | +6.9% | +14.6% | +15.2% |
| YTD | +65.4% | -6.3% | +71.7% | +61.3% |
| 1Y | +195.0% | +13.5% | +181.5% | +161.6% |
| 3Y | +830.2% | -33.1% | +863.2% | +866.7% |
| All | +393.6% | -69.0% | +462.6% | +707.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling