+830.2%
COHR vs VNQ
+30.7%
+799.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.6% |
| 7D | +8.3% | -1.3% | +9.6% | +9.5% |
| 30D | -14.1% | -2.6% | -11.6% | -12.5% |
| 3M | -16.0% | -2.0% | -14.0% | -15.9% |
| 6M | +21.5% | +4.3% | +17.1% | +13.7% |
| YTD | +65.4% | +9.2% | +56.2% | +47.5% |
| 1Y | +195.0% | +5.6% | +189.4% | +171.8% |
| 3Y | +830.2% | +30.8% | +799.3% | +572.5% |
| All | +830.2% | +30.7% | +799.5% | +572.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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