+1,298.9%
COHR vs EXC
+158.0%
+1,140.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | +8.3% | -1.1% | +9.4% | +8.7% |
| 30D | -14.1% | -3.6% | -10.5% | -13.3% |
| 3M | -16.0% | -4.3% | -11.7% | -15.3% |
| 6M | +21.5% | -9.9% | +31.4% | +24.2% |
| YTD | +65.4% | +1.8% | +63.7% | +61.9% |
| 1Y | +195.0% | +2.9% | +192.2% | +186.4% |
| 3Y | +830.2% | +19.1% | +811.0% | +720.9% |
| 5Y | +397.1% | +44.8% | +352.3% | +291.8% |
| All | +1,298.9% | +158.0% | +1,140.9% | +831.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling