+393.6%
COHR vs VIVK
-100.0%
+493.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.4% | +11.5% | +4.1% |
| 7D | +8.3% | -4.4% | +12.7% | +8.3% |
| 30D | -14.1% | -40.8% | +26.7% | -14.6% |
| 3M | -16.0% | -94.1% | +78.1% | -17.4% |
| 6M | +21.5% | -98.2% | +119.7% | +18.9% |
| YTD | +65.4% | -98.0% | +163.5% | +61.4% |
| 1Y | +195.0% | -100.0% | +295.0% | +191.9% |
| 3Y | +830.2% | -100.0% | +930.1% | +806.5% |
| All | +393.6% | -100.0% | +493.6% | +378.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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