+1,298.9%
COHR vs EMR
+284.0%
+1,014.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +2.1% |
| 7D | +8.3% | -0.4% | +8.8% | +8.7% |
| 30D | -14.1% | -6.8% | -7.4% | -9.0% |
| 3M | -16.0% | +7.5% | -23.5% | -20.3% |
| 6M | +21.5% | +9.9% | +11.6% | +13.5% |
| YTD | +65.4% | +16.0% | +49.5% | +46.4% |
| 1Y | +195.0% | +12.4% | +182.6% | +168.1% |
| 3Y | +830.2% | +60.2% | +769.9% | +562.7% |
| 5Y | +397.1% | +67.9% | +329.2% | +241.2% |
| All | +1,298.9% | +284.0% | +1,014.9% | +515.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling