+195.0%
COHR vs VRSK
-32.3%
+227.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.3% |
| 7D | +8.3% | -5.2% | +13.5% | +3.8% |
| 30D | -14.1% | -2.3% | -11.8% | -14.6% |
| 3M | -16.0% | -2.9% | -13.1% | -15.3% |
| 6M | +21.5% | -12.8% | +34.3% | +21.1% |
| YTD | +65.4% | -20.8% | +86.3% | +52.0% |
| 1Y | +195.0% | -33.2% | +228.2% | +151.4% |
| All | +195.0% | -32.3% | +227.3% | +151.4% |
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