+7,680.1%
COHR vs EFA
+387.2%
+7,292.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.1% |
| 7D | +8.3% | -1.5% | +9.9% | +10.1% |
| 30D | -14.1% | -1.7% | -12.5% | -12.5% |
| 3M | -16.0% | +3.5% | -19.5% | -18.1% |
| 6M | +21.5% | +9.5% | +12.0% | +13.0% |
| YTD | +65.4% | +12.9% | +52.6% | +49.4% |
| 1Y | +195.0% | +18.2% | +176.8% | +155.6% |
| 3Y | +830.2% | +64.8% | +765.3% | +495.5% |
| 5Y | +397.1% | +53.9% | +343.2% | +251.9% |
| 10Y | +1,317.7% | +144.8% | +1,172.9% | +597.9% |
| All | +7,680.1% | +387.2% | +7,292.9% | +2,273.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling