+1,298.9%
COHR vs EFA
+146.6%
+1,152.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +2.6% |
| 7D | +8.3% | -1.5% | +9.9% | +11.0% |
| 30D | -14.1% | -1.7% | -12.5% | -11.7% |
| 3M | -16.0% | +3.5% | -19.5% | -19.2% |
| 6M | +21.5% | +9.5% | +12.0% | +8.3% |
| YTD | +65.4% | +12.9% | +52.6% | +40.8% |
| 1Y | +195.0% | +18.2% | +176.8% | +135.6% |
| 3Y | +830.2% | +64.8% | +765.3% | +363.9% |
| 5Y | +397.1% | +53.9% | +343.2% | +183.8% |
| All | +1,298.9% | +146.6% | +1,152.3% | +372.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling