+393.6%
COHR vs EWJ
+50.5%
+343.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +0.6% |
| 7D | +8.3% | +0.3% | +8.1% | +7.8% |
| 30D | -14.1% | +0.8% | -14.9% | -14.9% |
| 3M | -16.0% | +7.5% | -23.5% | -22.7% |
| 6M | +21.5% | +15.6% | +5.9% | +1.8% |
| YTD | +65.4% | +22.7% | +42.7% | +25.5% |
| 1Y | +195.0% | +26.4% | +168.6% | +115.4% |
| 3Y | +830.2% | +72.5% | +757.6% | +337.7% |
| All | +393.6% | +50.5% | +343.0% | +188.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling