+377.2%
COHR vs ROIV
+310.6%
+66.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.9% |
| 7D | +10.9% | +19.0% | -8.1% | +6.7% |
| 30D | -10.8% | +16.1% | -26.9% | -13.8% |
| 3M | -17.4% | +44.1% | -61.5% | -23.3% |
| 6M | +12.5% | +37.8% | -25.4% | +4.9% |
| YTD | +58.8% | +88.7% | -29.8% | +38.9% |
| 1Y | +183.3% | +197.3% | -14.0% | +127.0% |
| 3Y | +783.0% | +224.9% | +558.1% | +585.4% |
| 5Y | +377.2% | +311.0% | +66.2% | +255.5% |
| All | +377.2% | +310.6% | +66.6% | +255.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling