+830.2%
COHR vs VFC
-25.2%
+855.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +2.8% |
| 7D | +8.3% | -1.4% | +9.7% | +8.8% |
| 30D | -14.1% | -9.0% | -5.2% | -11.8% |
| 3M | -16.0% | -24.2% | +8.2% | -9.6% |
| 6M | +21.5% | -18.5% | +40.0% | +27.6% |
| YTD | +65.4% | -25.9% | +91.3% | +77.8% |
| 1Y | +195.0% | -13.0% | +208.0% | +198.2% |
| 3Y | +830.2% | -20.3% | +850.5% | +766.3% |
| All | +830.2% | -25.2% | +855.4% | +766.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling