+195.0%
COHR vs VIK
+34.6%
+160.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.5% |
| 7D | +8.3% | -0.9% | +9.3% | +8.9% |
| 30D | -14.1% | -18.4% | +4.3% | -4.8% |
| 3M | -16.0% | -8.8% | -7.2% | -10.9% |
| 6M | +21.5% | +17.1% | +4.3% | +13.5% |
| YTD | +65.4% | +19.0% | +46.4% | +51.6% |
| 1Y | +195.0% | +30.1% | +164.9% | +161.8% |
| All | +195.0% | +34.6% | +160.4% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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