+830.2%
COHR vs ROIV
+222.7%
+607.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +8.3% | +16.9% | -8.5% | +0.2% |
| 30D | -14.1% | +12.9% | -27.0% | -19.5% |
| 3M | -16.0% | +37.3% | -53.3% | -27.4% |
| 6M | +21.5% | +38.0% | -16.5% | +3.6% |
| YTD | +65.4% | +88.1% | -22.7% | +20.6% |
| 1Y | +195.0% | +183.3% | +11.7% | +73.8% |
| 3Y | +830.2% | +254.6% | +575.5% | +360.5% |
| All | +830.2% | +222.7% | +607.5% | +360.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling