+1,125.9%
COHR vs VXUS
+176.5%
+949.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.6% |
| 7D | +13.0% | +0.3% | +12.7% | +12.4% |
| 30D | -6.7% | +0.7% | -7.3% | -7.3% |
| 3M | -14.7% | +4.8% | -19.5% | -18.3% |
| 6M | +20.3% | +11.3% | +8.9% | +7.5% |
| YTD | +64.4% | +16.5% | +47.9% | +38.6% |
| 1Y | +205.9% | +24.3% | +181.6% | +138.0% |
| 3Y | +814.1% | +74.5% | +739.6% | +372.8% |
| 5Y | +387.4% | +54.3% | +333.0% | +206.1% |
| 10Y | +1,308.9% | +150.1% | +1,158.8% | +438.1% |
| All | +1,125.9% | +176.5% | +949.5% | +322.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling