+1,298.9%
COHR vs VMC
+156.6%
+1,142.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.7% |
| 7D | +8.3% | -3.8% | +12.1% | +10.4% |
| 30D | -14.1% | -9.7% | -4.4% | -9.6% |
| 3M | -16.0% | -9.6% | -6.4% | -12.4% |
| 6M | +21.5% | -4.8% | +26.3% | +22.4% |
| YTD | +65.4% | -10.9% | +76.3% | +71.8% |
| 1Y | +195.0% | -15.6% | +210.6% | +215.8% |
| 3Y | +830.2% | +19.3% | +810.8% | +736.5% |
| 5Y | +397.1% | +48.0% | +349.1% | +302.0% |
| All | +1,298.9% | +156.6% | +1,142.3% | +811.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling