+393.6%
COHR vs EXC
+43.4%
+350.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.1% |
| 7D | +8.3% | -1.1% | +9.4% | +8.3% |
| 30D | -14.1% | -3.6% | -10.5% | -14.3% |
| 3M | -16.0% | -4.3% | -11.7% | -16.2% |
| 6M | +21.5% | -9.9% | +31.4% | +21.3% |
| YTD | +65.4% | +1.8% | +63.7% | +64.2% |
| 1Y | +195.0% | +2.9% | +192.2% | +192.1% |
| 3Y | +830.2% | +19.1% | +811.0% | +780.7% |
| All | +393.6% | +43.4% | +350.2% | +323.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling