+312.5%
COHR vs ROIV
+295.0%
+17.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +18.8% | -11.6% | +3.0% |
| 7D | +11.0% | +20.2% | -9.2% | +6.5% |
| 30D | -20.4% | +14.1% | -34.5% | -22.8% |
| 3M | -24.9% | +45.6% | -70.5% | -30.6% |
| 6M | +28.1% | +44.1% | -16.1% | +18.2% |
| YTD | +63.6% | +91.2% | -27.6% | +42.3% |
| 1Y | +205.9% | +221.3% | -15.4% | +140.4% |
| 3Y | +809.3% | +229.2% | +580.1% | +600.4% |
| 5Y | +397.1% | +316.5% | +80.6% | +295.6% |
| All | +312.5% | +295.0% | +17.5% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling