+830.2%
COHR vs EEM
+86.2%
+744.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -16.9% |
| 3M | -16.0% | +1.0% | -17.0% | -14.2% |
| 6M | +21.5% | +15.9% | +5.5% | -4.2% |
| YTD | +65.4% | +24.6% | +40.8% | +12.8% |
| 1Y | +195.0% | +32.3% | +162.7% | +81.1% |
| 3Y | +830.2% | +85.9% | +744.2% | +207.8% |
| All | +830.2% | +86.2% | +744.0% | +207.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling