+287.6%
EWY vs COHR
+1,150.0%
-862.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -12.7% | +6.1% | -3.5% |
| 7D | -6.7% | -5.4% | -1.2% | -5.5% |
| 30D | -2.0% | -18.2% | +16.3% | +2.7% |
| 3M | -10.8% | -30.8% | +20.0% | -3.6% |
| 6M | +41.9% | +9.8% | +32.2% | +37.9% |
| YTD | +81.3% | +44.4% | +36.9% | +65.1% |
| 1Y | +129.1% | +158.8% | -29.7% | +82.4% |
| 3Y | +201.2% | +689.6% | -488.4% | +75.4% |
| 5Y | +131.9% | +337.3% | -205.4% | +45.4% |
| 10Y | +287.6% | +1,152.9% | -865.3% | +65.3% |
| All | +287.6% | +1,150.0% | -862.4% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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