+26.1%
COHR vs GEV
+40.4%
-14.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -7.5% | -5.5% | -6.1% |
| 7D | -28.4% | -13.2% | -15.2% | -18.3% |
| 30D | -49.8% | -25.1% | -24.7% | -34.3% |
| 3M | -48.3% | -24.3% | -24.0% | -32.3% |
| 6M | -49.4% | -29.6% | -19.9% | -29.6% |
| YTD | -8.0% | +18.2% | -26.2% | -5.6% |
| 1Y | +26.1% | +38.0% | -11.9% | +20.9% |
| All | +26.1% | +40.4% | -14.3% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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