+51.6%
COHR vs VUG
+4.9%
+46.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.5% | -7.5% | -9.7% |
| 7D | -18.6% | -3.0% | -15.6% | -12.1% |
| 30D | -41.5% | -6.4% | -35.1% | -30.3% |
| 3M | -39.7% | -3.2% | -36.5% | -33.2% |
| 6M | -40.9% | +3.1% | -44.0% | -41.3% |
| YTD | +5.7% | +6.3% | -0.6% | -0.1% |
| 1Y | +51.6% | +5.2% | +46.4% | +47.6% |
| All | +51.6% | +4.9% | +46.7% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling