+830.2%
COHR vs VZ
+83.7%
+746.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.8% |
| 7D | +8.3% | +0.9% | +7.4% | +8.8% |
| 30D | -14.1% | +7.7% | -21.9% | -10.5% |
| 3M | -16.0% | +9.7% | -25.7% | -10.3% |
| 6M | +21.5% | +3.1% | +18.4% | +26.9% |
| YTD | +65.4% | +30.5% | +34.9% | +90.2% |
| 1Y | +195.0% | +22.5% | +172.5% | +232.6% |
| 3Y | +830.2% | +82.4% | +747.8% | +921.8% |
| All | +830.2% | +83.7% | +746.5% | +921.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling