+393.6%
COHR vs EMB
+6.3%
+387.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.3% |
| 7D | +8.3% | -1.2% | +9.5% | +11.0% |
| 30D | -14.1% | -1.3% | -12.9% | -12.0% |
| 3M | -16.0% | -1.8% | -14.2% | -12.5% |
| 6M | +21.5% | +0.2% | +21.3% | +22.7% |
| YTD | +65.4% | +0.4% | +65.1% | +66.8% |
| 1Y | +195.0% | +2.8% | +192.2% | +185.6% |
| 3Y | +830.2% | +29.1% | +801.0% | +538.1% |
| All | +393.6% | +6.3% | +387.2% | +349.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling