+393.6%
COHR vs VALE
+40.3%
+353.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +8.3% | -0.3% | +8.6% | +8.5% |
| 30D | -14.1% | +8.6% | -22.8% | -17.4% |
| 3M | -16.0% | +2.0% | -18.0% | -16.7% |
| 6M | +21.5% | +2.1% | +19.3% | +21.3% |
| YTD | +65.4% | +20.2% | +45.2% | +55.5% |
| 1Y | +195.0% | +55.2% | +139.9% | +151.5% |
| 3Y | +830.2% | +45.9% | +784.3% | +693.4% |
| All | +393.6% | +40.3% | +353.3% | +339.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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