+393.6%
COHR vs EOG
+169.9%
+223.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +8.3% | +1.5% | +6.8% | +7.9% |
| 30D | -14.1% | +2.9% | -17.1% | -14.8% |
| 3M | -16.0% | +8.7% | -24.7% | -18.8% |
| 6M | +21.5% | +12.9% | +8.6% | +15.1% |
| YTD | +65.4% | +43.8% | +21.6% | +43.6% |
| 1Y | +195.0% | +27.1% | +167.9% | +167.1% |
| 3Y | +830.2% | +25.9% | +804.3% | +739.8% |
| All | +393.6% | +169.9% | +223.7% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 5y: compounded portfolio wealth divided by compounded EOG 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…
5y analysis · Full analysis span regression · 6 months rolling