+1,298.9%
COHR vs ESI
+312.8%
+986.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +3.8% |
| 7D | +8.3% | -4.6% | +13.0% | +12.1% |
| 30D | -14.1% | -10.5% | -3.6% | -6.6% |
| 3M | -16.0% | -19.8% | +3.8% | +0.8% |
| 6M | +21.5% | +5.8% | +15.7% | +20.3% |
| YTD | +65.4% | +38.3% | +27.1% | +35.9% |
| 1Y | +195.0% | +31.5% | +163.5% | +151.1% |
| 3Y | +830.2% | +80.7% | +749.5% | +560.1% |
| 5Y | +397.1% | +69.4% | +327.7% | +267.5% |
| All | +1,298.9% | +312.8% | +986.1% | +575.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling