+195.0%
COHR vs VCLT
-4.4%
+199.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.1% |
| 7D | +8.3% | -1.4% | +9.7% | +11.5% |
| 30D | -14.1% | -1.2% | -13.0% | -12.3% |
| 3M | -16.0% | -4.8% | -11.2% | -6.5% |
| 6M | +21.5% | -2.6% | +24.0% | +30.6% |
| YTD | +65.4% | -3.3% | +68.8% | +77.8% |
| 1Y | +195.0% | -4.8% | +199.8% | +229.4% |
| All | +195.0% | -4.4% | +199.4% | +229.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling