+194.8%
COHR vs EXR
+1.1%
+193.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.2% | +7.8% | +6.5% |
| 7D | +1.0% | -2.6% | +3.5% | +0.7% |
| 30D | -14.1% | -7.2% | -6.9% | -14.6% |
| 3M | -33.2% | -3.5% | -29.7% | -34.1% |
| 6M | +2.5% | -5.3% | +7.8% | -1.5% |
| YTD | +52.7% | +9.4% | +43.4% | +54.7% |
| 1Y | +194.8% | +1.3% | +193.5% | +197.5% |
| All | +194.8% | +1.1% | +193.7% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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