+582.4%
COHR vs VXX
-99.0%
+681.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.3% | +8.5% | +2.6% |
| 7D | +8.3% | +2.0% | +6.4% | +9.2% |
| 30D | -14.1% | -7.1% | -7.0% | -16.3% |
| 3M | -16.0% | -28.6% | +12.6% | -24.1% |
| 6M | +21.5% | -44.0% | +65.4% | +3.1% |
| YTD | +65.4% | -31.7% | +97.2% | +54.5% |
| 1Y | +195.0% | -46.3% | +241.4% | +160.0% |
| 3Y | +830.2% | -78.3% | +908.4% | +708.8% |
| 5Y | +397.1% | -95.8% | +492.9% | +202.1% |
| All | +582.4% | -99.0% | +681.4% | +315.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling