+393.6%
COHR vs EXE
+97.7%
+295.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.8% |
| 7D | +8.3% | -3.1% | +11.5% | +9.3% |
| 30D | -14.1% | -0.9% | -13.2% | -14.1% |
| 3M | -16.0% | +9.6% | -25.6% | -19.1% |
| 6M | +21.5% | -11.6% | +33.1% | +25.2% |
| YTD | +65.4% | -12.6% | +78.0% | +70.1% |
| 1Y | +195.0% | +1.2% | +193.8% | +186.8% |
| 3Y | +830.2% | +18.0% | +812.1% | +758.8% |
| All | +393.6% | +97.7% | +295.9% | +319.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling