+393.6%
COHR vs XLE
+222.8%
+170.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.7% |
| 3M | -16.0% | +14.9% | -30.9% | -21.9% |
| 6M | +21.5% | +15.9% | +5.6% | +11.4% |
| YTD | +65.4% | +47.7% | +17.7% | +32.5% |
| 1Y | +195.0% | +50.7% | +144.3% | +133.3% |
| 3Y | +830.2% | +57.9% | +772.3% | +620.7% |
| All | +393.6% | +222.8% | +170.7% | +195.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling