+393.6%
COHR vs OVV
+148.5%
+245.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.3% |
| 7D | +8.3% | -1.7% | +10.0% | +8.9% |
| 30D | -14.1% | +0.8% | -14.9% | -14.5% |
| 3M | -16.0% | +13.3% | -29.3% | -20.4% |
| 6M | +21.5% | +16.9% | +4.5% | +12.9% |
| YTD | +65.4% | +64.3% | +1.2% | +36.0% |
| 1Y | +195.0% | +54.2% | +140.8% | +146.6% |
| 3Y | +830.2% | +51.3% | +778.8% | +662.5% |
| All | +393.6% | +148.5% | +245.1% | +260.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 5y: compounded portfolio wealth divided by compounded OVV 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…
5y analysis · Full analysis span regression · 6 months rolling