+393.6%
COHR vs V
+70.6%
+323.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.7% |
| 7D | +8.3% | -1.2% | +9.6% | +8.9% |
| 30D | -14.1% | +3.1% | -17.2% | -15.9% |
| 3M | -16.0% | +16.3% | -32.3% | -24.5% |
| 6M | +21.5% | +20.4% | +1.1% | +5.1% |
| YTD | +65.4% | +6.3% | +59.2% | +55.2% |
| 1Y | +195.0% | +8.7% | +186.3% | +170.3% |
| 3Y | +830.2% | +53.3% | +776.9% | +541.4% |
| All | +393.6% | +70.6% | +323.0% | +202.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling