+3,321.5%
COHR vs XME
+227.9%
+3,093.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.7% |
| 7D | +8.3% | -4.2% | +12.5% | +11.1% |
| 30D | -14.1% | -2.7% | -11.4% | -12.7% |
| 3M | -16.0% | -3.9% | -12.1% | -13.0% |
| 6M | +21.5% | -1.0% | +22.4% | +25.3% |
| YTD | +65.4% | +9.8% | +55.6% | +61.8% |
| 1Y | +195.0% | +32.5% | +162.5% | +160.7% |
| 3Y | +830.2% | +124.3% | +705.8% | +538.4% |
| 5Y | +397.1% | +165.8% | +231.3% | +207.1% |
| 10Y | +1,317.7% | +411.8% | +905.9% | +511.5% |
| All | +3,321.5% | +227.9% | +3,093.6% | +1,427.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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