+6,985.2%
COHR vs EEM
+848.9%
+6,136.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.1% |
| 7D | +8.3% | -1.3% | +9.6% | +9.6% |
| 30D | -14.1% | +2.1% | -16.2% | -15.2% |
| 3M | -16.0% | +1.0% | -17.0% | -14.4% |
| 6M | +21.5% | +15.9% | +5.5% | +11.9% |
| YTD | +65.4% | +24.6% | +40.8% | +44.6% |
| 1Y | +195.0% | +32.3% | +162.7% | +147.6% |
| 3Y | +830.2% | +85.9% | +744.2% | +523.4% |
| 5Y | +397.1% | +45.4% | +351.7% | +311.4% |
| 10Y | +1,317.7% | +130.1% | +1,187.6% | +796.6% |
| All | +6,985.2% | +848.9% | +6,136.3% | +1,560.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling