+830.2%
COHR vs ELV
-2.1%
+832.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.3% |
| 7D | +8.3% | +3.2% | +5.1% | +9.1% |
| 30D | -14.1% | +5.4% | -19.5% | -13.1% |
| 3M | -16.0% | +5.4% | -21.4% | -14.8% |
| 6M | +21.5% | +45.7% | -24.2% | +30.7% |
| YTD | +65.4% | +21.2% | +44.3% | +73.1% |
| 1Y | +195.0% | +35.6% | +159.4% | +214.2% |
| 3Y | +830.2% | -2.0% | +832.2% | +874.5% |
| All | +830.2% | -2.1% | +832.3% | +874.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling