+824.4%
COHR vs EXPD
+69.2%
+755.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | -0.1% |
| 7D | +13.0% | +1.2% | +11.8% | +12.2% |
| 30D | -6.7% | +5.2% | -11.9% | -9.0% |
| 3M | -14.7% | +13.2% | -27.9% | -20.0% |
| 6M | +20.3% | +30.3% | -10.0% | +4.1% |
| YTD | +64.4% | +27.0% | +37.4% | +42.2% |
| 1Y | +205.9% | +57.3% | +148.6% | +127.6% |
| All | +824.4% | +69.2% | +755.2% | +516.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling