+712.6%
COHR vs RVMD
+622.3%
+90.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +8.3% | -3.0% | +11.3% | +9.1% |
| 30D | -14.1% | -0.7% | -13.4% | -14.0% |
| 3M | -16.0% | +36.5% | -52.6% | -21.3% |
| 6M | +21.5% | +104.6% | -83.1% | +1.9% |
| YTD | +65.4% | +155.8% | -90.4% | +29.5% |
| 1Y | +195.0% | +340.7% | -145.7% | +103.1% |
| 3Y | +830.2% | +519.9% | +310.2% | +470.2% |
| 5Y | +397.1% | +584.9% | -187.8% | +175.5% |
| All | +712.6% | +622.3% | +90.3% | +294.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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