+1,575.3%
COHR vs V
+2,713.6%
-1,138.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.4% |
| 7D | +10.9% | -3.0% | +13.9% | +12.7% |
| 30D | -10.8% | +1.2% | -12.0% | -12.0% |
| 3M | -17.4% | +13.9% | -31.3% | -25.0% |
| 6M | +12.5% | +17.2% | -4.8% | -1.0% |
| YTD | +58.8% | +5.3% | +53.5% | +48.3% |
| 1Y | +183.3% | +9.5% | +173.8% | +156.8% |
| 3Y | +783.0% | +51.9% | +731.1% | +552.0% |
| 5Y | +377.2% | +69.6% | +307.7% | +229.6% |
| 10Y | +1,261.0% | +384.5% | +876.5% | +451.9% |
| All | +1,575.3% | +2,713.6% | -1,138.4% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling