+809.3%
COHR vs VST
+369.1%
+440.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.5% | +6.2% |
| 7D | +11.0% | +9.9% | +1.1% | +5.4% |
| 30D | -20.4% | +7.9% | -28.3% | -23.6% |
| 3M | -24.9% | +3.4% | -28.3% | -25.8% |
| 6M | +28.1% | -4.1% | +32.2% | +31.2% |
| YTD | +63.6% | -5.7% | +69.3% | +66.9% |
| 1Y | +205.9% | -18.9% | +224.8% | +235.7% |
| 3Y | +809.3% | +359.1% | +450.2% | +393.3% |
| All | +809.3% | +369.1% | +440.2% | +393.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling