-46.0%
COHR vs VST
-8.8%
-37.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -4.9% |
| 7D | +13.1% | +6.6% | +6.6% | +7.3% |
| 30D | -17.2% | -12.4% | -4.8% | -7.0% |
| 3M | -33.3% | -9.0% | -24.3% | -26.8% |
| 6M | -46.0% | -6.4% | -39.5% | -40.4% |
| All | -46.0% | -8.8% | -37.2% | -40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling