+766.7%
COHR vs VST
+1,038.4%
-271.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -5.5% |
| 7D | +13.1% | +6.6% | +6.6% | +10.4% |
| 30D | -17.2% | -12.4% | -4.8% | -11.3% |
| 3M | -33.3% | -9.0% | -24.3% | -29.5% |
| 6M | -46.0% | -6.4% | -39.5% | -43.2% |
| YTD | +18.2% | -17.2% | +35.4% | +29.4% |
| 1Y | +55.9% | -22.0% | +77.9% | +74.4% |
| 3Y | +544.7% | +296.7% | +248.0% | +326.1% |
| 5Y | +234.6% | +637.6% | -403.0% | +81.4% |
| 10Y | +656.2% | +1,138.2% | -482.0% | +247.8% |
| All | +766.7% | +1,038.4% | -271.7% | +299.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling