+830.2%
COHR vs EXC
+19.1%
+811.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +3.9% |
| 7D | +8.3% | -1.1% | +9.4% | +7.8% |
| 30D | -14.1% | -3.6% | -10.5% | -15.5% |
| 3M | -16.0% | -4.3% | -11.7% | -17.4% |
| 6M | +21.5% | -9.9% | +31.4% | +17.4% |
| YTD | +65.4% | +1.8% | +63.7% | +67.5% |
| 1Y | +195.0% | +2.9% | +192.2% | +200.5% |
| 3Y | +830.2% | +19.1% | +811.0% | +875.5% |
| All | +830.2% | +19.1% | +811.0% | +875.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling