+830.2%
COHR vs VLO
+196.5%
+633.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.8% |
| 7D | +8.3% | +5.3% | +3.0% | +7.0% |
| 30D | -14.1% | +18.2% | -32.4% | -17.6% |
| 3M | -16.0% | +53.3% | -69.3% | -25.3% |
| 6M | +21.5% | +70.4% | -49.0% | +3.4% |
| YTD | +65.4% | +143.4% | -77.9% | +21.5% |
| 1Y | +195.0% | +153.0% | +42.0% | +113.5% |
| 3Y | +830.2% | +195.0% | +635.2% | +479.0% |
| All | +830.2% | +196.5% | +633.7% | +479.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling