+26.1%
COHR vs EWJ
+11.6%
+14.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -6.0% | -7.0% | -0.8% |
| 7D | -28.4% | -7.0% | -21.4% | -16.3% |
| 30D | -49.8% | -11.1% | -38.7% | -35.2% |
| 3M | -48.3% | -7.3% | -41.0% | -37.7% |
| 6M | -49.4% | -0.6% | -48.9% | -43.2% |
| YTD | -8.0% | +9.9% | -17.9% | -15.0% |
| 1Y | +26.1% | +11.2% | +14.9% | +14.4% |
| All | +26.1% | +11.6% | +14.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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