+605.2%
COHR vs SE
+553.8%
+51.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.5% |
| 7D | +8.3% | -5.2% | +13.6% | +9.8% |
| 30D | -14.1% | -17.1% | +2.9% | -9.9% |
| 3M | -16.0% | +24.0% | -40.0% | -21.5% |
| 6M | +21.5% | +21.0% | +0.5% | +13.4% |
| YTD | +65.4% | -16.7% | +82.2% | +68.7% |
| 1Y | +195.0% | -45.9% | +240.9% | +237.1% |
| 3Y | +830.2% | +177.8% | +652.3% | +600.9% |
| 5Y | +397.1% | -67.4% | +464.5% | +446.6% |
| All | +605.2% | +553.8% | +51.5% | +319.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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