+830.2%
COHR vs XLE
+54.7%
+775.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.0% |
| 7D | +8.3% | +1.7% | +6.7% | +7.6% |
| 30D | -14.1% | +6.7% | -20.9% | -16.8% |
| 3M | -16.0% | +14.9% | -30.9% | -22.3% |
| 6M | +21.5% | +15.9% | +5.6% | +10.2% |
| YTD | +65.4% | +47.7% | +17.7% | +25.0% |
| 1Y | +195.0% | +50.7% | +144.3% | +118.6% |
| 3Y | +830.2% | +57.9% | +772.3% | +577.9% |
| All | +830.2% | +54.7% | +775.5% | +577.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling