+1,298.9%
COHR vs EMB
+30.3%
+1,268.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.3% |
| 7D | +8.3% | -1.2% | +9.5% | +10.8% |
| 30D | -14.1% | -1.3% | -12.9% | -12.2% |
| 3M | -16.0% | -1.8% | -14.2% | -12.8% |
| 6M | +21.5% | +0.2% | +21.3% | +22.6% |
| YTD | +65.4% | +0.4% | +65.1% | +66.7% |
| 1Y | +195.0% | +2.8% | +192.2% | +186.2% |
| 3Y | +830.2% | +29.1% | +801.0% | +538.7% |
| 5Y | +397.1% | +6.3% | +390.8% | +372.4% |
| All | +1,298.9% | +30.3% | +1,268.5% | +1,021.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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