+26.1%
COHR vs ELV
+39.8%
-13.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.5% | -12.5% | -13.2% |
| 7D | -28.4% | +2.4% | -30.8% | -27.7% |
| 30D | -49.8% | +8.0% | -57.8% | -48.2% |
| 3M | -48.3% | +10.9% | -59.2% | -45.9% |
| 6M | -49.4% | +18.0% | -67.5% | -45.4% |
| YTD | -8.0% | +25.0% | -33.1% | +1.7% |
| 1Y | +26.1% | +38.5% | -12.4% | +50.8% |
| All | +26.1% | +39.8% | -13.7% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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