+1,243.0%
COHR vs EQT
+52.9%
+1,190.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | +10.9% | -1.2% | +12.0% | +11.1% |
| 30D | -10.8% | +1.1% | -11.9% | -11.1% |
| 3M | -17.4% | +4.8% | -22.2% | -18.7% |
| 6M | +12.5% | -10.6% | +23.1% | +14.5% |
| YTD | +58.8% | +3.4% | +55.4% | +56.3% |
| 1Y | +183.3% | +8.7% | +174.6% | +175.3% |
| 3Y | +783.0% | +35.0% | +748.1% | +717.3% |
| 5Y | +377.2% | +204.2% | +173.0% | +272.4% |
| All | +1,243.0% | +52.9% | +1,190.1% | +993.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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