+195.0%
COHR vs EME
+21.8%
+173.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.2% | -0.3% |
| 7D | +8.3% | +3.5% | +4.8% | +4.6% |
| 30D | -14.1% | -6.3% | -7.8% | -7.5% |
| 3M | -16.0% | -3.8% | -12.3% | -9.4% |
| 6M | +21.5% | +8.5% | +13.0% | +18.8% |
| YTD | +65.4% | +27.8% | +37.6% | +46.5% |
| 1Y | +195.0% | +22.2% | +172.8% | +146.6% |
| All | +195.0% | +21.8% | +173.2% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling