+1,298.9%
COHR vs VCLT
+17.1%
+1,281.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.1% |
| 7D | +8.3% | -1.4% | +9.7% | +9.4% |
| 30D | -14.1% | -1.2% | -13.0% | -13.5% |
| 3M | -16.0% | -4.8% | -11.2% | -12.9% |
| 6M | +21.5% | -2.6% | +24.0% | +24.3% |
| YTD | +65.4% | -3.3% | +68.8% | +70.2% |
| 1Y | +195.0% | -4.8% | +199.8% | +207.2% |
| 3Y | +830.2% | +11.5% | +818.6% | +773.6% |
| 5Y | +397.1% | -17.0% | +414.1% | +433.0% |
| All | +1,298.9% | +17.1% | +1,281.8% | +1,435.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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