+830.2%
COHR vs V
+53.2%
+776.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.0% |
| 7D | +8.3% | -1.2% | +9.6% | +8.5% |
| 30D | -14.1% | +3.1% | -17.2% | -14.7% |
| 3M | -16.0% | +16.3% | -32.3% | -20.3% |
| 6M | +21.5% | +20.4% | +1.1% | +12.1% |
| YTD | +65.4% | +6.3% | +59.2% | +62.9% |
| 1Y | +195.0% | +8.7% | +186.3% | +185.0% |
| 3Y | +830.2% | +53.3% | +776.9% | +578.4% |
| All | +830.2% | +53.2% | +776.9% | +578.4% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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