+830.2%
COHR vs VXUS
+72.4%
+757.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +1.9% |
| 7D | +8.3% | -1.4% | +9.8% | +12.0% |
| 30D | -14.1% | -0.5% | -13.7% | -12.8% |
| 3M | -16.0% | +2.6% | -18.6% | -17.9% |
| 6M | +21.5% | +10.9% | +10.6% | +2.2% |
| YTD | +65.4% | +16.1% | +49.3% | +25.8% |
| 1Y | +195.0% | +22.3% | +172.7% | +103.1% |
| 3Y | +830.2% | +72.0% | +758.1% | +221.6% |
| All | +830.2% | +72.4% | +757.7% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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