+317.6%
VOO vs COHR
+1,321.6%
-1,004.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | +0.2% |
| 7D | -0.8% | +8.3% | -9.1% | -2.1% |
| 30D | -1.1% | -14.1% | +13.1% | +0.9% |
| 3M | +3.9% | -16.0% | +19.9% | +4.6% |
| 6M | +13.6% | +21.5% | -7.8% | +5.5% |
| YTD | +12.7% | +65.4% | -52.7% | -2.1% |
| 1Y | +17.6% | +195.0% | -177.4% | -9.3% |
| 3Y | +77.3% | +830.2% | -752.8% | +2.7% |
| 5Y | +84.1% | +397.1% | -313.0% | +14.9% |
| All | +317.6% | +1,321.6% | -1,004.1% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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