+65,045.6%
COHR vs ES
+1,195.4%
+63,850.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.4% |
| 7D | +8.3% | -3.6% | +11.9% | +9.5% |
| 30D | -14.1% | -4.2% | -9.9% | -13.2% |
| 3M | -16.0% | +0.1% | -16.1% | -16.4% |
| 6M | +21.5% | -6.2% | +27.7% | +22.8% |
| YTD | +65.4% | +4.1% | +61.4% | +61.8% |
| 1Y | +195.0% | +10.2% | +184.9% | +181.5% |
| 3Y | +830.2% | +26.1% | +804.1% | +729.1% |
| 5Y | +397.1% | -5.3% | +402.4% | +379.9% |
| 10Y | +1,317.7% | +82.4% | +1,235.3% | +964.5% |
| All | +65,045.6% | +1,195.4% | +63,850.2% | +25,613.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling