+830.2%
COHR vs EMB
+29.3%
+800.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.4% |
| 7D | +8.3% | -1.2% | +9.5% | +12.7% |
| 30D | -14.1% | -1.3% | -12.9% | -10.8% |
| 3M | -16.0% | -1.8% | -14.2% | -10.4% |
| 6M | +21.5% | +0.2% | +21.3% | +23.0% |
| YTD | +65.4% | +0.4% | +65.1% | +66.9% |
| 1Y | +195.0% | +2.8% | +192.2% | +178.6% |
| 3Y | +830.2% | +29.1% | +801.0% | +443.3% |
| All | +830.2% | +29.3% | +800.8% | +443.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling