+1,298.9%
COHR vs UVXY
-100.0%
+1,398.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.8% | +10.9% | +2.6% |
| 7D | +8.3% | +2.8% | +5.5% | +9.2% |
| 30D | -14.1% | -11.4% | -2.8% | -16.2% |
| 3M | -16.0% | -41.5% | +25.5% | -23.8% |
| 6M | +21.5% | -61.0% | +82.5% | +3.7% |
| YTD | +65.4% | -49.8% | +115.3% | +54.3% |
| 1Y | +195.0% | -66.4% | +261.5% | +160.3% |
| 3Y | +830.2% | -94.8% | +924.9% | +696.1% |
| 5Y | +397.1% | -99.7% | +496.8% | +207.2% |
| All | +1,298.9% | -100.0% | +1,398.9% | +485.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 10y: compounded portfolio wealth divided by compounded UVXY 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…
10y analysis · Full analysis span regression · 6 months rolling