+194.8%
COHR vs EOSE
-49.1%
+243.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +10.9% | -4.3% | +3.6% |
| 7D | +1.0% | +19.0% | -18.1% | -4.3% |
| 30D | -14.1% | +1.6% | -15.7% | -14.9% |
| 3M | -33.2% | -52.0% | +18.8% | -21.8% |
| 6M | +2.5% | -42.5% | +45.1% | +13.8% |
| YTD | +52.7% | -66.1% | +118.9% | +82.5% |
| 1Y | +194.8% | -47.1% | +241.9% | +235.3% |
| All | +194.8% | -49.1% | +243.9% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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