+4,660.5%
COHR vs EW
+6,681.4%
-2,020.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.7% |
| 7D | +13.0% | -5.1% | +18.1% | +14.9% |
| 30D | -6.7% | -6.4% | -0.3% | -4.7% |
| 3M | -14.7% | -1.6% | -13.2% | -15.0% |
| 6M | +20.3% | +2.3% | +18.0% | +17.9% |
| YTD | +64.4% | +1.1% | +63.3% | +62.0% |
| 1Y | +205.9% | +8.0% | +197.9% | +193.4% |
| 3Y | +814.1% | +16.3% | +797.7% | +725.1% |
| 5Y | +387.4% | -29.4% | +416.8% | +416.9% |
| 10Y | +1,308.9% | +125.6% | +1,183.3% | +910.5% |
| All | +4,660.5% | +6,681.4% | -2,020.9% | +1,255.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling