+393.6%
COHR vs VMC
+47.0%
+346.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.6% |
| 7D | +8.3% | -3.8% | +12.1% | +11.1% |
| 30D | -14.1% | -9.7% | -4.4% | -8.1% |
| 3M | -16.0% | -9.6% | -6.4% | -11.5% |
| 6M | +21.5% | -4.8% | +26.3% | +21.8% |
| YTD | +65.4% | -10.9% | +76.3% | +72.3% |
| 1Y | +195.0% | -15.6% | +210.6% | +220.7% |
| 3Y | +830.2% | +19.3% | +810.8% | +669.7% |
| All | +393.6% | +47.0% | +346.6% | +241.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling