+830.2%
COHR vs VO
+55.8%
+774.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +2.3% |
| 7D | +8.3% | -1.5% | +9.9% | +12.3% |
| 30D | -14.1% | -3.0% | -11.1% | -7.5% |
| 3M | -16.0% | +2.8% | -18.8% | -20.2% |
| 6M | +21.5% | +10.9% | +10.5% | -1.3% |
| YTD | +65.4% | +12.5% | +53.0% | +30.5% |
| 1Y | +195.0% | +12.0% | +183.0% | +136.6% |
| 3Y | +830.2% | +56.3% | +773.9% | +301.9% |
| All | +830.2% | +55.8% | +774.3% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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