+393.6%
COHR vs EWT
+149.5%
+244.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.3% |
| 3M | -16.0% | +8.3% | -24.3% | -22.9% |
| 6M | +21.5% | +54.2% | -32.8% | -34.5% |
| YTD | +65.4% | +74.6% | -9.1% | -26.0% |
| 1Y | +195.0% | +84.9% | +110.1% | +22.1% |
| 3Y | +830.2% | +197.5% | +632.6% | +101.6% |
| All | +393.6% | +149.5% | +244.1% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling