+393.6%
COHR vs ETN
+185.4%
+208.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | -0.4% |
| 7D | +8.3% | +3.5% | +4.8% | +4.2% |
| 30D | -14.1% | -7.5% | -6.6% | -5.2% |
| 3M | -16.0% | +8.3% | -24.3% | -20.6% |
| 6M | +21.5% | +20.2% | +1.3% | +4.0% |
| YTD | +65.4% | +34.7% | +30.8% | +24.8% |
| 1Y | +195.0% | +19.4% | +175.6% | +154.3% |
| 3Y | +830.2% | +85.5% | +744.6% | +445.4% |
| All | +393.6% | +185.4% | +208.2% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling