+387.4%
COHR vs VST
+765.4%
-378.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +13.0% | +5.3% | +7.6% | +10.2% |
| 30D | -6.7% | +5.8% | -12.4% | -9.1% |
| 3M | -14.7% | +3.5% | -18.2% | -15.7% |
| 6M | +20.3% | -7.4% | +27.7% | +25.1% |
| YTD | +64.4% | -6.1% | +70.5% | +68.2% |
| 1Y | +205.9% | -21.6% | +227.5% | +239.3% |
| 3Y | +814.1% | +357.2% | +456.9% | +438.9% |
| 5Y | +387.4% | +777.0% | -389.7% | +135.8% |
| All | +387.4% | +765.4% | -378.0% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling