+202.5%
COHR vs VG
-35.7%
+238.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.1% |
| 7D | +13.0% | +3.8% | +9.2% | +12.3% |
| 30D | -6.7% | +7.2% | -13.9% | -7.9% |
| 3M | -14.7% | +22.8% | -37.5% | -18.9% |
| 6M | +20.3% | +33.2% | -12.9% | +6.6% |
| YTD | +64.4% | +124.8% | -60.4% | +20.4% |
| 1Y | +205.9% | +15.8% | +190.0% | +174.2% |
| All | +202.5% | -35.7% | +238.2% | +197.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling