+888.6%
COHR vs VLTO
+24.3%
+864.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | +8.3% | -2.3% | +10.6% | +9.2% |
| 30D | -14.1% | -2.7% | -11.5% | -13.5% |
| 3M | -16.0% | +14.0% | -30.0% | -23.3% |
| 6M | +21.5% | +3.3% | +18.2% | +17.1% |
| YTD | +65.4% | -5.4% | +70.9% | +68.7% |
| 1Y | +195.0% | -13.3% | +208.3% | +221.5% |
| All | +888.6% | +24.3% | +864.3% | +751.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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