+393.6%
COHR vs VO
+42.1%
+351.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +2.7% |
| 7D | +8.3% | -1.5% | +9.9% | +11.5% |
| 30D | -14.1% | -3.0% | -11.1% | -9.0% |
| 3M | -16.0% | +2.8% | -18.8% | -19.2% |
| 6M | +21.5% | +10.9% | +10.5% | +3.6% |
| YTD | +65.4% | +12.5% | +53.0% | +38.1% |
| 1Y | +195.0% | +12.0% | +183.0% | +149.8% |
| 3Y | +830.2% | +56.3% | +773.9% | +395.9% |
| All | +393.6% | +42.1% | +351.4% | +201.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling