+3,111.1%
COHR vs EXPE
+783.9%
+2,327.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.9% |
| 7D | +10.9% | -8.7% | +19.5% | +13.6% |
| 30D | -10.8% | -13.6% | +2.9% | -7.5% |
| 3M | -17.4% | +26.6% | -44.0% | -25.2% |
| 6M | +12.5% | +19.9% | -7.5% | +2.6% |
| YTD | +58.8% | -1.7% | +60.5% | +50.9% |
| 1Y | +183.3% | +29.4% | +153.8% | +143.1% |
| 3Y | +783.0% | +155.7% | +627.4% | +498.1% |
| 5Y | +377.2% | +93.1% | +284.2% | +240.3% |
| 10Y | +1,261.0% | +162.1% | +1,099.0% | +716.7% |
| All | +3,111.1% | +783.9% | +2,327.2% | +808.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling