+393.6%
COHR vs VWO
+34.0%
+359.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +2.9% |
| 7D | +8.3% | -1.8% | +10.1% | +11.9% |
| 30D | -14.1% | -0.1% | -14.0% | -13.6% |
| 3M | -16.0% | +2.2% | -18.2% | -16.7% |
| 6M | +21.5% | +8.8% | +12.7% | +10.3% |
| YTD | +65.4% | +12.4% | +53.1% | +43.4% |
| 1Y | +195.0% | +15.6% | +179.4% | +147.1% |
| 3Y | +830.2% | +62.5% | +767.6% | +382.3% |
| All | +393.6% | +34.0% | +359.5% | +231.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling