+393.6%
COHR vs ES
-6.1%
+399.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.2% |
| 7D | +8.3% | -3.6% | +11.9% | +8.5% |
| 30D | -14.1% | -4.2% | -9.9% | -14.0% |
| 3M | -16.0% | +0.1% | -16.1% | -16.3% |
| 6M | +21.5% | -6.2% | +27.7% | +21.4% |
| YTD | +65.4% | +4.1% | +61.4% | +64.0% |
| 1Y | +195.0% | +10.2% | +184.9% | +188.5% |
| 3Y | +830.2% | +26.1% | +804.1% | +766.7% |
| All | +393.6% | -6.1% | +399.7% | +387.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling