+195.0%
COHR vs EXPE
+30.8%
+164.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.7% | +4.4% |
| 7D | +8.3% | -5.8% | +14.1% | +7.4% |
| 30D | -14.1% | -13.6% | -0.5% | -15.7% |
| 3M | -16.0% | +25.2% | -41.2% | -14.9% |
| 6M | +21.5% | +22.3% | -0.9% | +22.9% |
| YTD | +65.4% | -0.3% | +65.8% | +73.1% |
| 1Y | +195.0% | +27.8% | +167.2% | +198.1% |
| All | +195.0% | +30.8% | +164.2% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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