+183.3%
COHR vs VST
-26.3%
+209.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -1.7% |
| 7D | +10.9% | +2.0% | +8.9% | +9.7% |
| 30D | -10.8% | +1.5% | -12.2% | -11.3% |
| 3M | -17.4% | +6.3% | -23.7% | -19.2% |
| 6M | +12.5% | -10.3% | +22.8% | +20.1% |
| YTD | +58.8% | -8.6% | +67.4% | +65.1% |
| 1Y | +183.3% | -29.3% | +212.6% | +246.3% |
| All | +183.3% | -26.3% | +209.6% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling