+1,298.9%
COHR vs EXPD
+332.1%
+966.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.0% |
| 7D | +8.3% | +2.0% | +6.3% | +6.8% |
| 30D | -14.1% | +4.4% | -18.5% | -16.6% |
| 3M | -16.0% | +15.7% | -31.7% | -24.0% |
| 6M | +21.5% | +37.5% | -16.0% | -3.4% |
| YTD | +65.4% | +29.9% | +35.5% | +34.5% |
| 1Y | +195.0% | +57.8% | +137.2% | +104.7% |
| 3Y | +830.2% | +71.6% | +758.5% | +499.4% |
| 5Y | +397.1% | +62.2% | +334.9% | +228.9% |
| All | +1,298.9% | +332.1% | +966.7% | +371.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling