+195.0%
COHR vs ROIV
+195.2%
-0.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +8.3% | +16.9% | -8.5% | +1.4% |
| 30D | -14.1% | +12.9% | -27.0% | -18.6% |
| 3M | -16.0% | +37.3% | -53.3% | -24.6% |
| 6M | +21.5% | +38.0% | -16.5% | +8.0% |
| YTD | +65.4% | +88.1% | -22.7% | +31.0% |
| 1Y | +195.0% | +183.3% | +11.7% | +121.8% |
| All | +195.0% | +195.2% | -0.1% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling