+26.1%
COHR vs EQX
+6.3%
+19.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | 0.0% | -13.0% | -13.0% |
| 7D | -28.4% | +10.8% | -39.2% | -31.7% |
| 30D | -49.8% | -0.9% | -48.9% | -49.8% |
| 3M | -48.3% | +9.5% | -57.8% | -50.8% |
| 6M | -49.4% | -16.8% | -32.6% | -47.4% |
| YTD | -8.0% | -19.3% | +11.3% | -8.1% |
| 1Y | +26.1% | +6.9% | +19.2% | -9.3% |
| All | +26.1% | +6.3% | +19.8% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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