+8,081.4%
COHR vs ELV
+2,525.7%
+5,555.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.0% |
| 7D | +8.3% | +3.2% | +5.1% | +7.2% |
| 30D | -14.1% | +5.4% | -19.5% | -15.7% |
| 3M | -16.0% | +5.4% | -21.4% | -17.8% |
| 6M | +21.5% | +45.7% | -24.2% | +7.5% |
| YTD | +65.4% | +21.2% | +44.3% | +52.1% |
| 1Y | +195.0% | +35.6% | +159.4% | +160.8% |
| 3Y | +830.2% | -2.0% | +832.2% | +770.7% |
| 5Y | +397.1% | +26.0% | +371.1% | +311.7% |
| 10Y | +1,317.7% | +278.7% | +1,039.0% | +639.5% |
| All | +8,081.4% | +2,525.7% | +5,555.7% | +2,337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling