+195.0%
COHR vs EOSE
-42.0%
+237.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.4% |
| 7D | +8.3% | +1.8% | +6.5% | +7.8% |
| 30D | -14.1% | -6.8% | -7.3% | -13.0% |
| 3M | -16.0% | -36.3% | +20.3% | -7.8% |
| 6M | +21.5% | -38.8% | +60.2% | +33.0% |
| YTD | +65.4% | -65.5% | +131.0% | +96.9% |
| 1Y | +195.0% | -45.3% | +240.3% | +217.3% |
| All | +195.0% | -42.0% | +237.0% | +217.3% |
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