+664.4%
COHR vs ESTC
+19.1%
+645.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +8.3% | -9.2% | +17.5% | +11.3% |
| 30D | -14.1% | +8.1% | -22.2% | -18.1% |
| 3M | -16.0% | +38.5% | -54.5% | -26.3% |
| 6M | +21.5% | +57.8% | -36.3% | +0.1% |
| YTD | +65.4% | +10.5% | +54.9% | +50.3% |
| 1Y | +195.0% | -6.4% | +201.4% | +181.0% |
| 3Y | +830.2% | +4.7% | +825.5% | +696.1% |
| 5Y | +397.1% | -47.8% | +444.9% | +394.8% |
| All | +664.4% | +19.1% | +645.3% | +396.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling