+7,730.9%
COHR vs OVV
+160.1%
+7,570.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +7.4% |
| 7D | +11.0% | -3.7% | +14.7% | +12.0% |
| 30D | -20.4% | +8.0% | -28.4% | -22.3% |
| 3M | -24.9% | +11.3% | -36.2% | -27.6% |
| 6M | +28.1% | +24.0% | +4.1% | +19.5% |
| YTD | +63.6% | +65.3% | -1.8% | +41.6% |
| 1Y | +205.9% | +60.2% | +145.8% | +166.2% |
| 3Y | +809.3% | +46.9% | +762.3% | +701.8% |
| 5Y | +397.1% | +158.7% | +238.4% | +266.2% |
| 10Y | +1,238.1% | +50.8% | +1,187.3% | +729.9% |
| All | +7,730.9% | +160.1% | +7,570.8% | +3,609.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling