+676.2%
COHR vs VRT
+2,548.2%
-1,872.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +5.4% |
| 7D | +13.0% | +2.4% | +10.6% | +11.2% |
| 30D | -6.7% | -2.7% | -4.0% | -5.3% |
| 3M | -14.7% | -9.2% | -5.6% | -9.7% |
| 6M | +20.3% | -0.5% | +20.8% | +23.8% |
| YTD | +64.4% | +62.3% | +2.1% | +32.6% |
| 1Y | +205.9% | +109.6% | +96.3% | +119.3% |
| 3Y | +814.1% | +573.1% | +241.0% | +304.0% |
| 5Y | +387.4% | +953.6% | -566.3% | +63.3% |
| All | +676.2% | +2,548.2% | -1,872.0% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling