+393.6%
COHR vs EW
-30.6%
+424.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +6.9% | +5.3% |
| 7D | +8.3% | -6.2% | +14.5% | +10.9% |
| 30D | -14.1% | -9.3% | -4.8% | -10.9% |
| 3M | -16.0% | -1.6% | -14.4% | -16.5% |
| 6M | +21.5% | -0.8% | +22.3% | +19.7% |
| YTD | +65.4% | -1.0% | +66.5% | +63.5% |
| 1Y | +195.0% | +8.2% | +186.9% | +178.9% |
| 3Y | +830.2% | +12.7% | +817.5% | +702.0% |
| All | +393.6% | -30.6% | +424.2% | +425.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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