+1,298.9%
COHR vs EXR
+151.8%
+1,147.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.9% |
| 7D | +8.3% | -1.2% | +9.5% | +8.7% |
| 30D | -14.1% | -6.2% | -7.9% | -12.6% |
| 3M | -16.0% | -7.4% | -8.6% | -14.7% |
| 6M | +21.5% | -0.5% | +22.0% | +20.6% |
| YTD | +65.4% | +8.1% | +57.4% | +60.0% |
| 1Y | +195.0% | -2.9% | +197.9% | +193.8% |
| 3Y | +830.2% | +22.9% | +807.2% | +747.7% |
| 5Y | +397.1% | -10.2% | +407.3% | +388.6% |
| All | +1,298.9% | +151.8% | +1,147.1% | +1,070.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling