+1,298.9%
COHR vs ENB
+92.6%
+1,206.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.7% |
| 7D | +8.3% | -4.7% | +13.0% | +11.1% |
| 30D | -14.1% | -5.9% | -8.3% | -11.5% |
| 3M | -16.0% | -14.2% | -1.8% | -9.7% |
| 6M | +21.5% | -8.6% | +30.1% | +26.3% |
| YTD | +65.4% | +3.9% | +61.6% | +60.0% |
| 1Y | +195.0% | +1.8% | +193.2% | +187.4% |
| 3Y | +830.2% | +68.5% | +761.7% | +568.2% |
| 5Y | +397.1% | +62.4% | +334.7% | +265.6% |
| All | +1,298.9% | +92.6% | +1,206.3% | +818.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling