+830.2%
COHR vs SE
+171.9%
+658.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.6% |
| 7D | +8.3% | -5.2% | +13.6% | +10.4% |
| 30D | -14.1% | -17.1% | +2.9% | -8.4% |
| 3M | -16.0% | +24.0% | -40.0% | -24.0% |
| 6M | +21.5% | +21.0% | +0.5% | +9.5% |
| YTD | +65.4% | -16.7% | +82.2% | +72.5% |
| 1Y | +195.0% | -45.9% | +240.9% | +274.8% |
| 3Y | +830.2% | +177.8% | +652.3% | +535.2% |
| All | +830.2% | +171.9% | +658.3% | +535.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling