+26.1%
COHR vs VWO
+1.8%
+24.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -3.6% | -9.4% | -3.2% |
| 7D | -28.4% | -4.2% | -24.3% | -19.1% |
| 30D | -49.8% | -10.5% | -39.3% | -31.1% |
| 3M | -48.3% | -9.4% | -38.8% | -30.3% |
| 6M | -49.4% | -8.3% | -41.1% | -31.2% |
| YTD | -8.0% | +1.2% | -9.2% | -4.1% |
| 1Y | +26.1% | +1.2% | +24.9% | +33.3% |
| All | +26.1% | +1.8% | +24.3% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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