+830.2%
COHR vs ETR
+143.8%
+686.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | +8.3% | -1.8% | +10.1% | +9.2% |
| 30D | -14.1% | -1.8% | -12.4% | -13.5% |
| 3M | -16.0% | -3.6% | -12.4% | -14.7% |
| 6M | +21.5% | +2.6% | +18.8% | +20.4% |
| YTD | +65.4% | +16.0% | +49.4% | +57.6% |
| 1Y | +195.0% | +20.1% | +174.9% | +178.6% |
| 3Y | +830.2% | +143.6% | +686.6% | +777.5% |
| All | +830.2% | +143.8% | +686.3% | +777.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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