+830.2%
COHR vs EQX
+168.9%
+661.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.8% |
| 7D | +8.3% | -3.2% | +11.5% | +9.2% |
| 30D | -14.1% | +7.8% | -21.9% | -15.9% |
| 3M | -16.0% | +21.3% | -37.3% | -20.2% |
| 6M | +21.5% | -22.4% | +43.9% | +25.3% |
| YTD | +65.4% | -11.3% | +76.8% | +65.8% |
| 1Y | +195.0% | +13.5% | +181.5% | +183.1% |
| 3Y | +830.2% | +162.1% | +668.0% | +656.5% |
| All | +830.2% | +168.9% | +661.2% | +656.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling