+1,298.9%
COHR vs XLE
+182.6%
+1,116.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.0% |
| 7D | +8.3% | +1.7% | +6.7% | +7.5% |
| 30D | -14.1% | +6.7% | -20.9% | -17.0% |
| 3M | -16.0% | +14.9% | -30.9% | -22.7% |
| 6M | +21.5% | +15.9% | +5.6% | +10.5% |
| YTD | +65.4% | +47.7% | +17.7% | +31.4% |
| 1Y | +195.0% | +50.7% | +144.3% | +131.4% |
| 3Y | +830.2% | +57.9% | +772.3% | +614.5% |
| 5Y | +397.1% | +227.0% | +170.1% | +153.6% |
| All | +1,298.9% | +182.6% | +1,116.3% | +741.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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