+830.2%
COHR vs ET
+96.2%
+734.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.8% |
| 7D | +8.3% | +0.2% | +8.1% | +8.1% |
| 30D | -14.1% | +2.9% | -17.0% | -16.3% |
| 3M | -16.0% | +16.8% | -32.8% | -27.6% |
| 6M | +21.5% | +18.9% | +2.6% | +2.5% |
| YTD | +65.4% | +37.7% | +27.7% | +20.3% |
| 1Y | +195.0% | +32.4% | +162.6% | +122.4% |
| 3Y | +830.2% | +99.5% | +730.7% | +499.0% |
| All | +830.2% | +96.2% | +734.0% | +499.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling