+393.6%
COHR vs ESTC
-47.6%
+441.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +8.3% | -9.2% | +17.5% | +10.8% |
| 30D | -14.1% | +8.1% | -22.2% | -17.5% |
| 3M | -16.0% | +38.5% | -54.5% | -24.9% |
| 6M | +21.5% | +57.8% | -36.3% | +2.8% |
| YTD | +65.4% | +10.5% | +54.9% | +53.3% |
| 1Y | +195.0% | -6.4% | +201.4% | +185.8% |
| 3Y | +830.2% | +4.7% | +825.5% | +723.2% |
| All | +393.6% | -47.6% | +441.1% | +355.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling