+195.0%
COHR vs EXPD
+60.5%
+134.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.8% |
| 7D | +8.3% | +2.0% | +6.3% | +7.9% |
| 30D | -14.1% | +4.4% | -18.5% | -14.8% |
| 3M | -16.0% | +15.7% | -31.7% | -18.0% |
| 6M | +21.5% | +37.5% | -16.0% | +16.1% |
| YTD | +65.4% | +29.9% | +35.5% | +61.4% |
| 1Y | +195.0% | +57.8% | +137.2% | +197.7% |
| All | +195.0% | +60.5% | +134.5% | +197.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling