+222.9%
EWY vs COHR
+805.6%
-582.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -0.9% | +2.1% |
| 7D | -0.1% | +8.3% | -8.4% | -2.3% |
| 30D | +7.3% | -14.1% | +21.4% | +11.3% |
| 3M | -5.1% | -16.0% | +10.9% | -2.1% |
| 6M | +42.1% | +21.5% | +20.6% | +35.3% |
| YTD | +94.1% | +65.4% | +28.7% | +73.6% |
| 1Y | +147.8% | +195.0% | -47.2% | +97.3% |
| 3Y | +222.9% | +830.2% | -607.2% | +92.3% |
| All | +222.9% | +805.6% | -582.7% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling