+1,652.9%
COHR vs EMB
+129.5%
+1,523.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.5% |
| 7D | +10.9% | -1.1% | +12.0% | +12.2% |
| 30D | -10.8% | -1.1% | -9.7% | -9.8% |
| 3M | -17.4% | -0.8% | -16.6% | -16.4% |
| 6M | +12.5% | -0.1% | +12.5% | +13.5% |
| YTD | +58.8% | +0.4% | +58.4% | +59.6% |
| 1Y | +183.3% | +3.3% | +180.0% | +177.5% |
| 3Y | +783.0% | +29.0% | +754.0% | +614.6% |
| 5Y | +377.2% | +6.3% | +370.9% | +355.0% |
| 10Y | +1,261.0% | +29.7% | +1,231.4% | +1,076.5% |
| All | +1,652.9% | +129.5% | +1,523.4% | +1,112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling