+3,487.2%
COHR vs EXR
+2,590.4%
+896.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +1.6% |
| 7D | +13.0% | -3.1% | +16.0% | +14.4% |
| 30D | -6.7% | -7.5% | +0.9% | -3.8% |
| 3M | -14.7% | -7.5% | -7.2% | -12.9% |
| 6M | +20.3% | -5.2% | +25.5% | +21.7% |
| YTD | +64.4% | +6.5% | +57.9% | +58.2% |
| 1Y | +205.9% | -2.0% | +207.9% | +202.9% |
| 3Y | +814.1% | +21.5% | +792.6% | +711.7% |
| 5Y | +387.4% | -11.5% | +398.9% | +384.3% |
| 10Y | +1,308.9% | +148.0% | +1,160.9% | +733.6% |
| All | +3,487.2% | +2,590.4% | +896.8% | +558.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling