+23,353.6%
COHR vs EL
+1,558.7%
+21,794.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.6% |
| 7D | +10.9% | -4.4% | +15.2% | +12.5% |
| 30D | -10.8% | +10.3% | -21.0% | -14.5% |
| 3M | -17.4% | +13.4% | -30.7% | -21.7% |
| 6M | +12.5% | +3.1% | +9.4% | +8.4% |
| YTD | +58.8% | -6.9% | +65.8% | +55.5% |
| 1Y | +183.3% | +11.9% | +171.4% | +158.6% |
| 3Y | +783.0% | -33.8% | +816.9% | +811.3% |
| 5Y | +377.2% | -69.0% | +446.2% | +533.8% |
| 10Y | +1,261.0% | +25.3% | +1,235.8% | +1,095.5% |
| All | +23,353.6% | +1,558.7% | +21,794.9% | +13,514.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling