+793.0%
COHR vs ES
+27.6%
+765.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.6% |
| 7D | +10.9% | -3.5% | +14.3% | +10.5% |
| 30D | -10.8% | -3.0% | -7.8% | -11.0% |
| 3M | -17.4% | -0.3% | -17.1% | -17.5% |
| 6M | +12.5% | -5.2% | +17.6% | +11.7% |
| YTD | +58.8% | +4.8% | +54.1% | +58.7% |
| 1Y | +183.3% | +12.7% | +170.6% | +181.4% |
| All | +793.0% | +27.6% | +765.4% | +728.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling