+51.6%
COHR vs EXE
-18.4%
+70.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -6.2% |
| 7D | -18.6% | -4.7% | -13.9% | -18.9% |
| 30D | -41.5% | +1.0% | -42.5% | -41.4% |
| 3M | -39.7% | -5.6% | -34.1% | -40.2% |
| 6M | -40.9% | -12.3% | -28.6% | -40.8% |
| YTD | +5.7% | -19.5% | +25.2% | +7.8% |
| 1Y | +51.6% | -18.9% | +70.5% | +50.6% |
| All | +51.6% | -18.4% | +70.0% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling