+195.0%
COHR vs VZ
+24.0%
+171.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +5.1% |
| 7D | +8.3% | +0.9% | +7.4% | +9.1% |
| 30D | -14.1% | +7.7% | -21.9% | -8.8% |
| 3M | -16.0% | +9.7% | -25.7% | -7.5% |
| 6M | +21.5% | +3.1% | +18.4% | +29.9% |
| YTD | +65.4% | +30.5% | +34.9% | +98.4% |
| 1Y | +195.0% | +22.5% | +172.5% | +240.2% |
| All | +195.0% | +24.0% | +171.0% | +240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 VZ 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