+51.6%
COHR vs ELF
-3.2%
+54.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.9% | -7.9% | -5.8% |
| 7D | -18.6% | -1.5% | -17.0% | -18.7% |
| 30D | -41.5% | +9.5% | -51.0% | -40.9% |
| 3M | -39.7% | +29.4% | -69.1% | -37.9% |
| 6M | -40.9% | +83.7% | -124.6% | -35.0% |
| YTD | +5.7% | +49.4% | -43.7% | +12.0% |
| 1Y | +51.6% | -3.9% | +55.5% | +47.2% |
| All | +51.6% | -3.2% | +54.8% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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