+830.2%
COHR vs VTR
+132.9%
+697.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.2% |
| 7D | +8.3% | -0.3% | +8.7% | +8.4% |
| 30D | -14.1% | +1.1% | -15.2% | -14.2% |
| 3M | -16.0% | +7.9% | -23.9% | -17.6% |
| 6M | +21.5% | +6.2% | +15.3% | +19.8% |
| YTD | +65.4% | +17.7% | +47.7% | +59.0% |
| 1Y | +195.0% | +32.9% | +162.1% | +172.5% |
| 3Y | +830.2% | +129.7% | +700.5% | +514.4% |
| All | +830.2% | +132.9% | +697.3% | +514.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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