+26.1%
COHR vs VRSK
-2.2%
+28.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +6.9% | -19.9% | -5.6% |
| 7D | -28.4% | +10.9% | -39.3% | -18.9% |
| 30D | -49.8% | +28.0% | -77.8% | -33.5% |
| 3M | -48.3% | +12.3% | -60.6% | -37.8% |
| 6M | -49.4% | +17.8% | -67.3% | -33.6% |
| YTD | -8.0% | -4.7% | -3.3% | +0.1% |
| 1Y | +26.1% | -0.2% | +26.3% | +54.7% |
| All | +26.1% | -2.2% | +28.3% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling