+1,298.9%
COHR vs VICR
+1,679.8%
-380.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.2% | -7.0% | -0.1% |
| 7D | +8.3% | +5.0% | +3.4% | +6.2% |
| 30D | -14.1% | -12.5% | -1.7% | -9.8% |
| 3M | -16.0% | -33.6% | +17.6% | -2.0% |
| 6M | +21.5% | +10.7% | +10.8% | +15.0% |
| YTD | +65.4% | +80.6% | -15.1% | +30.7% |
| 1Y | +195.0% | +288.4% | -93.3% | +72.1% |
| 3Y | +830.2% | +213.8% | +616.4% | +443.3% |
| 5Y | +397.1% | +58.8% | +338.3% | +220.5% |
| All | +1,298.9% | +1,679.8% | -380.9% | +313.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling