+1,298.9%
COHR vs VRSN
+299.1%
+999.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.8% | +3.5% |
| 7D | +8.3% | +0.2% | +8.1% | +8.1% |
| 30D | -14.1% | +3.8% | -17.9% | -16.2% |
| 3M | -16.0% | +5.0% | -21.0% | -20.1% |
| 6M | +21.5% | +24.9% | -3.4% | +2.8% |
| YTD | +65.4% | +21.6% | +43.8% | +40.2% |
| 1Y | +195.0% | +2.4% | +192.6% | +176.0% |
| 3Y | +830.2% | +47.3% | +782.8% | +548.5% |
| 5Y | +397.1% | +34.7% | +362.4% | +263.9% |
| All | +1,298.9% | +299.1% | +999.8% | +463.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 10y: compounded portfolio wealth divided by compounded VRSN 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…
10y analysis · Full analysis span regression · 6 months rolling