+64,642.4%
COHR vs EXC
+2,357.1%
+62,285.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +13.0% | +0.3% | +12.6% | +12.8% |
| 30D | -6.7% | -0.9% | -5.8% | -6.5% |
| 3M | -14.7% | -2.7% | -12.1% | -14.4% |
| 6M | +20.3% | -9.4% | +29.7% | +22.5% |
| YTD | +64.4% | +3.0% | +61.4% | +61.2% |
| 1Y | +205.9% | +5.1% | +200.7% | +197.2% |
| 3Y | +814.1% | +20.6% | +793.5% | +731.7% |
| 5Y | +387.4% | +45.7% | +341.6% | +315.6% |
| 10Y | +1,308.9% | +160.8% | +1,148.1% | +900.7% |
| All | +64,642.4% | +2,357.1% | +62,285.3% | +35,238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling