+60,030.1%
COHR vs EXPD
+30,859.1%
+29,171.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +6.3% |
| 7D | +1.0% | -1.1% | +2.1% | +1.3% |
| 30D | -14.1% | +4.1% | -18.2% | -15.1% |
| 3M | -33.2% | +17.9% | -51.1% | -36.6% |
| 6M | +2.5% | +29.2% | -26.7% | -5.9% |
| YTD | +52.7% | +27.4% | +25.4% | +40.2% |
| 1Y | +194.8% | +56.8% | +137.9% | +151.6% |
| 3Y | +650.8% | +68.0% | +582.8% | +530.0% |
| 5Y | +358.4% | +61.9% | +296.5% | +290.3% |
| 10Y | +1,191.2% | +316.0% | +875.2% | +750.6% |
| All | +60,030.1% | +30,859.1% | +29,171.1% | +27,290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling