+194.8%
COHR vs EQX
+42.9%
+151.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.4% | +9.0% | +7.5% |
| 7D | +1.0% | -1.4% | +2.3% | +1.3% |
| 30D | -14.1% | +24.4% | -38.5% | -21.4% |
| 3M | -33.2% | +11.6% | -44.8% | -37.0% |
| 6M | +2.5% | -25.0% | +27.5% | +8.4% |
| YTD | +52.7% | -8.4% | +61.1% | +49.3% |
| 1Y | +194.8% | +43.4% | +151.4% | +141.7% |
| All | +194.8% | +42.9% | +151.8% | +141.7% |
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