+5,452.2%
COHR vs EWZ
+440.8%
+5,011.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.6% |
| 7D | +8.3% | +0.9% | +7.5% | +7.9% |
| 30D | -14.1% | +12.8% | -26.9% | -18.7% |
| 3M | -16.0% | +10.8% | -26.8% | -19.7% |
| 6M | +21.5% | +2.5% | +19.0% | +20.4% |
| YTD | +65.4% | +21.4% | +44.1% | +53.1% |
| 1Y | +195.0% | +32.8% | +162.2% | +162.2% |
| 3Y | +830.2% | +45.2% | +785.0% | +695.6% |
| 5Y | +397.1% | +63.0% | +334.1% | +292.7% |
| 10Y | +1,317.7% | +93.2% | +1,224.5% | +856.4% |
| All | +5,452.2% | +440.8% | +5,011.4% | +2,001.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling