+830.2%
COHR vs VRSK
-26.5%
+856.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.3% |
| 7D | +8.3% | -5.2% | +13.5% | +5.7% |
| 30D | -14.1% | -2.3% | -11.8% | -14.4% |
| 3M | -16.0% | -2.9% | -13.1% | -15.7% |
| 6M | +21.5% | -12.8% | +34.3% | +21.9% |
| YTD | +65.4% | -20.8% | +86.3% | +63.1% |
| 1Y | +195.0% | -33.2% | +228.2% | +191.9% |
| 3Y | +830.2% | -26.6% | +856.7% | +752.2% |
| All | +830.2% | -26.5% | +856.6% | +752.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling