+195.0%
COHR vs VG
+15.2%
+179.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.2% | +4.1% |
| 7D | +8.3% | +9.6% | -1.2% | +8.3% |
| 30D | -14.1% | +15.2% | -29.3% | -14.2% |
| 3M | -16.0% | +24.1% | -40.1% | -16.1% |
| 6M | +21.5% | +27.2% | -5.7% | +17.6% |
| YTD | +65.4% | +132.3% | -66.9% | +36.0% |
| 1Y | +195.0% | +15.7% | +179.3% | +198.8% |
| All | +195.0% | +15.2% | +179.8% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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