+830.2%
COHR vs ELAN
+99.1%
+731.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.8% |
| 7D | +8.3% | -5.4% | +13.8% | +10.1% |
| 30D | -14.1% | +4.7% | -18.8% | -15.6% |
| 3M | -16.0% | -3.7% | -12.4% | -16.4% |
| 6M | +21.5% | -1.2% | +22.7% | +18.6% |
| YTD | +65.4% | +2.4% | +63.1% | +59.6% |
| 1Y | +195.0% | +23.4% | +171.6% | +165.7% |
| 3Y | +830.2% | +96.7% | +733.5% | +521.0% |
| All | +830.2% | +99.1% | +731.1% | +521.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling