+393.6%
COHR vs EXR
-10.8%
+404.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +8.3% | -1.2% | +9.5% | +8.8% |
| 30D | -14.1% | -6.2% | -7.9% | -12.1% |
| 3M | -16.0% | -7.4% | -8.6% | -14.3% |
| 6M | +21.5% | -0.5% | +22.0% | +20.0% |
| YTD | +65.4% | +8.1% | +57.4% | +57.5% |
| 1Y | +195.0% | -2.9% | +197.9% | +192.9% |
| 3Y | +830.2% | +22.9% | +807.2% | +693.6% |
| All | +393.6% | -10.8% | +404.4% | +356.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling