+51.6%
COHR vs ES
-1.6%
+53.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.1% | -8.0% | -5.0% |
| 7D | -18.6% | +5.3% | -23.9% | -16.5% |
| 30D | -41.5% | +8.9% | -50.4% | -39.1% |
| 3M | -39.7% | -1.9% | -37.8% | -39.7% |
| 6M | -40.9% | +3.9% | -44.7% | -40.1% |
| YTD | +5.7% | +8.3% | -2.6% | +9.0% |
| 1Y | +51.6% | -0.1% | +51.7% | +53.6% |
| All | +51.6% | -1.6% | +53.2% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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