+321.0%
COHR vs VSXY
+37.5%
+283.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.3% |
| 7D | +8.3% | +0.1% | +8.2% | +8.4% |
| 30D | -14.1% | -18.7% | +4.5% | -9.5% |
| 3M | -16.0% | -4.0% | -12.0% | -16.1% |
| 6M | +21.5% | +67.5% | -46.0% | +2.2% |
| YTD | +65.4% | +39.7% | +25.8% | +44.8% |
| 1Y | +195.0% | +180.0% | +15.0% | +111.8% |
| 3Y | +830.2% | +337.3% | +492.9% | +456.0% |
| 5Y | +397.1% | +22.7% | +374.4% | +264.7% |
| All | +321.0% | +37.5% | +283.5% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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