+748.2%
COHR vs TE
-52.9%
+801.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +8.3% | +0.2% | +8.1% | +8.3% |
| 30D | -14.1% | -5.9% | -8.2% | -13.3% |
| 3M | -16.0% | -45.6% | +29.6% | -5.8% |
| 6M | +21.5% | -43.4% | +64.8% | +31.1% |
| YTD | +65.4% | -31.0% | +96.4% | +69.9% |
| 1Y | +195.0% | +145.2% | +49.8% | +128.8% |
| 3Y | +830.2% | -24.1% | +854.2% | +668.4% |
| 5Y | +397.1% | -48.1% | +445.2% | +326.3% |
| All | +748.2% | -52.9% | +801.1% | +600.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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