+65,045.6%
COHR vs EVRG
+2,071.0%
+62,974.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.0% |
| 7D | +8.3% | +0.1% | +8.2% | +8.3% |
| 30D | -14.1% | -1.2% | -12.9% | -13.8% |
| 3M | -16.0% | -0.6% | -15.4% | -16.0% |
| 6M | +21.5% | +2.4% | +19.0% | +19.7% |
| YTD | +65.4% | +15.5% | +50.0% | +55.5% |
| 1Y | +195.0% | +16.8% | +178.2% | +175.1% |
| 3Y | +830.2% | +75.0% | +755.2% | +625.5% |
| 5Y | +397.1% | +49.3% | +347.8% | +307.1% |
| 10Y | +1,317.7% | +113.5% | +1,204.2% | +843.4% |
| All | +65,045.6% | +2,071.0% | +62,974.6% | +15,934.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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