+830.2%
COHR vs VWO
+62.9%
+767.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +2.7% |
| 7D | +8.3% | -1.8% | +10.1% | +12.7% |
| 30D | -14.1% | -0.1% | -14.0% | -13.5% |
| 3M | -16.0% | +2.2% | -18.2% | -17.1% |
| 6M | +21.5% | +8.8% | +12.7% | +7.5% |
| YTD | +65.4% | +12.4% | +53.1% | +37.7% |
| 1Y | +195.0% | +15.6% | +179.4% | +135.2% |
| 3Y | +830.2% | +62.5% | +767.6% | +283.4% |
| All | +830.2% | +62.9% | +767.3% | +283.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling