+64,301.1%
COHR vs EXPD
+30,393.4%
+33,907.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +7.6% |
| 7D | +11.0% | -0.9% | +11.9% | +11.3% |
| 30D | -20.4% | +4.1% | -24.4% | -21.3% |
| 3M | -24.9% | +13.8% | -38.7% | -28.0% |
| 6M | +28.1% | +27.3% | +0.8% | +18.1% |
| YTD | +63.6% | +25.4% | +38.1% | +50.8% |
| 1Y | +205.9% | +54.4% | +151.6% | +162.4% |
| 3Y | +809.3% | +67.9% | +741.4% | +662.9% |
| 5Y | +397.1% | +59.2% | +337.9% | +325.3% |
| 10Y | +1,238.1% | +308.6% | +929.6% | +786.3% |
| All | +64,301.1% | +30,393.4% | +33,907.7% | +29,368.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXPD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling