+195.0%
COHR vs EWZ
+33.5%
+161.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +5.0% |
| 7D | +8.3% | +0.9% | +7.5% | +7.5% |
| 30D | -14.1% | +12.8% | -26.9% | -23.3% |
| 3M | -16.0% | +10.8% | -26.8% | -23.7% |
| 6M | +21.5% | +2.5% | +19.0% | +19.2% |
| YTD | +65.4% | +21.4% | +44.1% | +51.3% |
| 1Y | +195.0% | +32.8% | +162.2% | +139.6% |
| All | +195.0% | +33.5% | +161.5% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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