+117.4%
COHR vs VG
-44.6%
+162.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.8% |
| 7D | +13.1% | +14.0% | -0.8% | +10.5% |
| 30D | -17.2% | -1.0% | -16.2% | -17.1% |
| 3M | -33.3% | -2.7% | -30.6% | -33.2% |
| 6M | -46.0% | +1.5% | -47.4% | -47.2% |
| YTD | +18.2% | +93.7% | -75.5% | -11.4% |
| 1Y | +55.9% | +68.5% | -12.7% | +21.7% |
| All | +117.4% | -44.6% | +162.0% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling