+26.1%
COHR vs VICR
+52.1%
-26.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -15.1% | +2.1% | -5.0% |
| 7D | -28.4% | -34.6% | +6.2% | -10.4% |
| 30D | -49.8% | -54.9% | +5.0% | -24.6% |
| 3M | -48.3% | -38.3% | -9.9% | -34.6% |
| 6M | -49.4% | -49.2% | -0.2% | -31.6% |
| YTD | -8.0% | +23.3% | -31.3% | -12.9% |
| 1Y | +26.1% | +42.4% | -16.3% | +11.8% |
| All | +26.1% | +52.1% | -26.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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