+1,298.9%
COHR vs EWJ
+144.4%
+1,154.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +0.8% |
| 7D | +8.3% | +0.3% | +8.1% | +7.9% |
| 30D | -14.1% | +0.8% | -14.9% | -14.9% |
| 3M | -16.0% | +7.5% | -23.5% | -22.3% |
| 6M | +21.5% | +15.6% | +5.9% | +2.6% |
| YTD | +65.4% | +22.7% | +42.7% | +27.2% |
| 1Y | +195.0% | +26.4% | +168.6% | +118.6% |
| 3Y | +830.2% | +72.5% | +757.6% | +353.2% |
| 5Y | +397.1% | +52.4% | +344.7% | +193.7% |
| All | +1,298.9% | +144.4% | +1,154.4% | +374.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling