+830.2%
COHR vs EXEL
+154.7%
+675.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.4% | +4.5% |
| 7D | +8.3% | -4.9% | +13.2% | +9.1% |
| 30D | -14.1% | +11.4% | -25.5% | -15.6% |
| 3M | -16.0% | +4.9% | -20.9% | -16.8% |
| 6M | +21.5% | +34.4% | -13.0% | +15.9% |
| YTD | +65.4% | +28.0% | +37.4% | +58.7% |
| 1Y | +195.0% | +43.6% | +151.4% | +178.4% |
| 3Y | +830.2% | +155.2% | +674.9% | +764.2% |
| All | +830.2% | +154.7% | +675.4% | +764.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling