+62,442.9%
COHR vs VSH
+1,651.9%
+60,791.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.0% |
| 7D | +10.9% | +3.1% | +7.8% | +9.7% |
| 30D | -10.8% | -5.7% | -5.1% | -8.5% |
| 3M | -17.4% | -42.5% | +25.1% | +2.3% |
| 6M | +12.5% | +82.7% | -70.2% | -7.7% |
| YTD | +58.8% | +118.2% | -59.4% | +22.5% |
| 1Y | +183.3% | +109.7% | +73.6% | +121.1% |
| 3Y | +783.0% | +35.3% | +747.8% | +700.1% |
| 5Y | +377.2% | +65.6% | +311.6% | +309.9% |
| 10Y | +1,261.0% | +176.8% | +1,084.2% | +925.3% |
| All | +62,442.9% | +1,651.9% | +60,791.0% | +29,376.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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