+393.6%
COHR vs VRT
+976.2%
-582.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +2.2% |
| 7D | +8.3% | -8.4% | +16.7% | +13.3% |
| 30D | -14.1% | -10.9% | -3.3% | -8.5% |
| 3M | -16.0% | -13.7% | -2.3% | -8.2% |
| 6M | +21.5% | -4.1% | +25.6% | +27.5% |
| YTD | +65.4% | +58.7% | +6.7% | +32.5% |
| 1Y | +195.0% | +89.6% | +105.4% | +116.4% |
| 3Y | +830.2% | +558.1% | +272.0% | +291.1% |
| All | +393.6% | +976.2% | -582.6% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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