+65,045.6%
COHR vs VMC
+3,120.6%
+61,925.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +8.3% | -3.8% | +12.1% | +9.9% |
| 30D | -14.1% | -9.7% | -4.4% | -10.7% |
| 3M | -16.0% | -9.6% | -6.4% | -13.3% |
| 6M | +21.5% | -4.8% | +26.3% | +22.4% |
| YTD | +65.4% | -10.9% | +76.3% | +70.6% |
| 1Y | +195.0% | -15.6% | +210.6% | +211.1% |
| 3Y | +830.2% | +19.3% | +810.8% | +765.8% |
| 5Y | +397.1% | +48.0% | +349.1% | +328.0% |
| 10Y | +1,317.7% | +155.4% | +1,162.3% | +860.2% |
| All | +65,045.6% | +3,120.6% | +61,925.0% | +28,426.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling