+7,527.2%
COHR vs EXEL
+263.2%
+7,264.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.1% |
| 7D | +10.9% | -2.9% | +13.8% | +11.4% |
| 30D | -10.8% | +11.9% | -22.7% | -12.8% |
| 3M | -17.4% | +9.2% | -26.6% | -18.9% |
| 6M | +12.5% | +39.1% | -26.6% | +5.2% |
| YTD | +58.8% | +31.0% | +27.8% | +50.0% |
| 1Y | +183.3% | +52.3% | +130.9% | +159.2% |
| 3Y | +783.0% | +159.7% | +623.3% | +613.6% |
| 5Y | +377.2% | +187.7% | +189.5% | +275.1% |
| 10Y | +1,261.0% | +379.4% | +881.7% | +811.4% |
| All | +7,527.2% | +263.2% | +7,264.0% | +3,172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling