+21.0%
COHR vs VXX
-35.2%
+56.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | -1.1% | +14.7% | +12.9% |
| 7D | -8.3% | +14.3% | -22.6% | +1.4% |
| 30D | -42.4% | +29.9% | -72.3% | -29.0% |
| 3M | -42.3% | +8.5% | -50.8% | -36.1% |
| 6M | -44.1% | -21.8% | -22.3% | -46.4% |
| YTD | +4.5% | -17.1% | +21.5% | +11.1% |
| 1Y | +21.0% | -37.3% | +58.3% | +2.3% |
| All | +21.0% | -35.2% | +56.2% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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