+659.6%
COHR vs ESTC
+23.7%
+636.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | +13.0% | -3.3% | +16.3% | +13.7% |
| 30D | -6.7% | +13.4% | -20.1% | -12.2% |
| 3M | -14.7% | +41.3% | -56.1% | -25.6% |
| 6M | +20.3% | +62.6% | -42.3% | -1.8% |
| YTD | +64.4% | +14.8% | +49.7% | +47.8% |
| 1Y | +205.9% | -5.1% | +210.9% | +190.5% |
| 3Y | +814.1% | +11.2% | +802.9% | +667.4% |
| 5Y | +387.4% | -47.0% | +434.3% | +384.0% |
| All | +659.6% | +23.7% | +636.0% | +387.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling