+1,136.5%
COHR vs ELF
+299.0%
+837.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -2.6% |
| 7D | +10.9% | -10.8% | +21.7% | +13.2% |
| 30D | -10.8% | +0.8% | -11.6% | -11.2% |
| 3M | -17.4% | +64.8% | -82.1% | -25.2% |
| 6M | +12.5% | +19.0% | -6.5% | +7.4% |
| YTD | +58.8% | +25.9% | +32.9% | +47.7% |
| 1Y | +183.3% | -28.8% | +212.1% | +188.2% |
| 3Y | +783.0% | -29.6% | +812.7% | +737.8% |
| 5Y | +377.2% | +216.2% | +161.0% | +229.2% |
| All | +1,136.5% | +299.0% | +837.5% | +656.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling