+66,149.7%
COHR vs EME
+63,295.5%
+2,854.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.2% | +2.2% |
| 7D | +8.3% | +3.5% | +4.8% | +6.7% |
| 30D | -14.1% | -6.3% | -7.8% | -11.3% |
| 3M | -16.0% | -3.8% | -12.3% | -13.1% |
| 6M | +21.5% | +8.5% | +13.0% | +20.4% |
| YTD | +65.4% | +27.8% | +37.6% | +54.0% |
| 1Y | +195.0% | +22.2% | +172.8% | +179.1% |
| 3Y | +830.2% | +253.5% | +576.7% | +491.5% |
| 5Y | +397.1% | +578.6% | -181.5% | +147.2% |
| 10Y | +1,317.7% | +1,355.6% | -37.9% | +423.2% |
| All | +66,149.7% | +63,295.5% | +2,854.2% | +14,708.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling