+830.2%
COHR vs EWT
+198.4%
+631.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.3% | +1.4% |
| 7D | +8.3% | -1.1% | +9.5% | +10.2% |
| 30D | -14.1% | +4.5% | -18.6% | -19.4% |
| 3M | -16.0% | +8.3% | -24.3% | -23.1% |
| 6M | +21.5% | +54.2% | -32.8% | -35.3% |
| YTD | +65.4% | +74.6% | -9.1% | -27.5% |
| 1Y | +195.0% | +84.9% | +110.1% | +19.2% |
| 3Y | +830.2% | +197.5% | +632.6% | +89.7% |
| All | +830.2% | +198.4% | +631.8% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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