+195.0%
COHR vs EEM
+33.3%
+161.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +1.7% |
| 7D | +8.3% | -1.3% | +9.6% | +11.1% |
| 30D | -14.1% | +2.1% | -16.2% | -16.8% |
| 3M | -16.0% | +1.0% | -17.0% | -14.5% |
| 6M | +21.5% | +15.9% | +5.5% | -1.3% |
| YTD | +65.4% | +24.6% | +40.8% | +11.9% |
| 1Y | +195.0% | +32.3% | +162.7% | +88.8% |
| All | +195.0% | +33.3% | +161.7% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 1y: compounded portfolio wealth divided by compounded EEM 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…
1y analysis · Full analysis span regression · 6 months rolling