+21.5%
COHR vs VIVK
-98.2%
+119.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.4% | +11.5% | +3.8% |
| 7D | +8.3% | -4.4% | +12.7% | +8.1% |
| 30D | -14.1% | -40.8% | +26.7% | -16.2% |
| 3M | -16.0% | -94.1% | +78.1% | -25.2% |
| 6M | +21.5% | -98.2% | +119.7% | +6.8% |
| All | +21.5% | -98.2% | +119.6% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling