+223.5%
COHR vs EXE
+182.2%
+41.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.0% |
| 6M | +21.5% | -11.6% | +33.1% | +25.1% |
| YTD | +65.4% | -12.6% | +78.0% | +69.9% |
| 1Y | +195.0% | +1.2% | +193.8% | +187.2% |
| 3Y | +830.2% | +18.0% | +812.1% | +761.4% |
| 5Y | +397.1% | +101.1% | +296.0% | +308.1% |
| All | +223.5% | +182.2% | +41.3% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling