+393.6%
COHR vs VICR
+57.6%
+335.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.2% | -7.0% | 0.0% |
| 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% | -2.3% |
| 6M | +21.5% | +10.7% | +10.8% | +15.8% |
| YTD | +65.4% | +80.6% | -15.1% | +33.6% |
| 1Y | +195.0% | +288.4% | -93.3% | +79.8% |
| 3Y | +830.2% | +213.8% | +616.4% | +466.1% |
| All | +393.6% | +57.6% | +335.9% | +213.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling