+195.0%
COHR vs VLO
+152.2%
+42.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.2% |
| 7D | +8.3% | +5.3% | +3.0% | +8.5% |
| 30D | -14.1% | +18.2% | -32.4% | -13.5% |
| 3M | -16.0% | +53.3% | -69.3% | -15.5% |
| 6M | +21.5% | +70.4% | -49.0% | +21.3% |
| YTD | +65.4% | +143.4% | -77.9% | +48.5% |
| 1Y | +195.0% | +153.0% | +42.0% | +172.6% |
| All | +195.0% | +152.2% | +42.8% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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