+830.2%
COHR vs EXPE
+157.0%
+673.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.7% | +3.8% |
| 7D | +8.3% | -5.8% | +14.1% | +9.7% |
| 30D | -14.1% | -13.6% | -0.5% | -11.5% |
| 3M | -16.0% | +25.2% | -41.2% | -23.9% |
| 6M | +21.5% | +22.3% | -0.9% | +9.4% |
| YTD | +65.4% | -0.3% | +65.8% | +58.7% |
| 1Y | +195.0% | +27.8% | +167.2% | +146.4% |
| 3Y | +830.2% | +162.4% | +667.7% | +447.9% |
| All | +830.2% | +157.0% | +673.1% | +447.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling