+317.5%
COHR vs ETHA
-27.9%
+345.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +0.9% | +3.0% |
| 7D | +8.3% | +3.5% | +4.9% | +7.1% |
| 30D | -14.1% | +35.3% | -49.4% | -23.9% |
| 3M | -16.0% | +50.9% | -66.9% | -28.7% |
| 6M | +21.5% | +22.1% | -0.7% | +11.0% |
| YTD | +65.4% | -14.6% | +80.0% | +68.7% |
| 1Y | +195.0% | -42.8% | +237.8% | +242.7% |
| All | +317.5% | -27.9% | +345.5% | +296.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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