+194.8%
COHR vs ESTC
+7.3%
+187.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.5% | +11.1% | +5.9% |
| 7D | +1.0% | -8.1% | +9.1% | -0.3% |
| 30D | -14.1% | +31.7% | -45.8% | -10.4% |
| 3M | -33.2% | +41.1% | -74.2% | -29.0% |
| 6M | +2.5% | +77.1% | -74.5% | +13.6% |
| YTD | +52.7% | +21.7% | +31.0% | +72.4% |
| 1Y | +194.8% | +8.4% | +186.4% | +246.5% |
| All | +194.8% | +7.3% | +187.5% | +246.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling