+12.5%
COHR vs ESI
+6.3%
+6.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | +1.4% |
| 7D | +10.9% | -2.3% | +13.2% | +13.8% |
| 30D | -10.8% | -9.0% | -1.7% | -0.5% |
| 3M | -17.4% | -13.3% | -4.1% | +0.5% |
| 6M | +12.5% | +5.3% | +7.2% | +16.4% |
| All | +12.5% | +6.3% | +6.2% | +16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling