+1,298.9%
COHR vs CVS
+41.0%
+1,257.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.3% |
| 7D | +8.3% | -2.2% | +10.5% | +8.9% |
| 30D | -14.1% | -0.1% | -14.1% | -14.3% |
| 3M | -16.0% | -5.2% | -10.8% | -15.2% |
| 6M | +21.5% | +26.9% | -5.4% | +13.4% |
| YTD | +65.4% | +22.1% | +43.4% | +55.0% |
| 1Y | +195.0% | +30.8% | +164.2% | +171.0% |
| 3Y | +830.2% | +54.4% | +775.8% | +689.2% |
| 5Y | +397.1% | +33.4% | +363.7% | +334.4% |
| All | +1,298.9% | +41.0% | +1,257.8% | +1,061.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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