+20.3%
COHR vs EW
+6.6%
+13.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.3% |
| 7D | +13.0% | -5.1% | +18.1% | +11.1% |
| 30D | -6.7% | -6.4% | -0.3% | -8.4% |
| 3M | -14.7% | -1.6% | -13.2% | -15.4% |
| 6M | +20.3% | +2.3% | +18.0% | +21.4% |
| All | +20.3% | +6.6% | +13.7% | +21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling