+51.6%
COHR vs ELAN
+13.9%
+37.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -9.0% | -6.1% |
| 7D | -18.6% | +11.7% | -30.3% | -19.0% |
| 30D | -41.5% | +12.4% | -54.0% | -41.9% |
| 3M | -39.7% | -1.1% | -38.6% | -39.1% |
| 6M | -40.9% | +12.4% | -53.3% | -43.4% |
| YTD | +5.7% | +11.8% | -6.1% | +5.5% |
| 1Y | +51.6% | +12.5% | +39.1% | +52.4% |
| All | +51.6% | +13.9% | +37.7% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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