+195.0%
COHR vs EXE
+1.0%
+194.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.1% |
| 7D | +8.3% | -3.1% | +11.5% | +8.2% |
| 30D | -14.1% | -0.9% | -13.2% | -14.2% |
| 3M | -16.0% | +9.6% | -25.6% | -16.7% |
| 6M | +21.5% | -11.6% | +33.1% | +24.2% |
| YTD | +65.4% | -12.6% | +78.0% | +68.1% |
| 1Y | +195.0% | +1.2% | +193.8% | +231.0% |
| All | +195.0% | +1.0% | +194.0% | +231.0% |
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