+393.6%
COHR vs EOSE
-70.0%
+463.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.3% |
| 7D | +8.3% | +1.8% | +6.5% | +8.1% |
| 30D | -14.1% | -6.8% | -7.3% | -13.6% |
| 3M | -16.0% | -36.3% | +20.3% | -11.2% |
| 6M | +21.5% | -38.8% | +60.2% | +27.9% |
| YTD | +65.4% | -65.5% | +131.0% | +83.5% |
| 1Y | +195.0% | -45.3% | +240.3% | +206.1% |
| 3Y | +830.2% | +44.2% | +786.0% | +680.7% |
| All | +393.6% | -70.0% | +463.6% | +370.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling