+830.2%
COHR vs ETN
+86.8%
+743.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | -0.8% |
| 7D | +8.3% | +3.5% | +4.8% | +3.9% |
| 30D | -14.1% | -7.5% | -6.6% | -4.5% |
| 3M | -16.0% | +8.3% | -24.3% | -21.2% |
| 6M | +21.5% | +20.2% | +1.3% | +2.1% |
| YTD | +65.4% | +34.7% | +30.8% | +20.8% |
| 1Y | +195.0% | +19.4% | +175.6% | +149.0% |
| 3Y | +830.2% | +85.5% | +744.6% | +442.5% |
| All | +830.2% | +86.8% | +743.4% | +442.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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