+194.8%
COHR vs F
+31.3%
+163.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.5% | +5.1% | +6.3% |
| 7D | +1.0% | +5.3% | -4.4% | -0.3% |
| 30D | -14.1% | +4.6% | -18.7% | -15.2% |
| 3M | -33.2% | -3.7% | -29.5% | -32.8% |
| 6M | +2.5% | +16.8% | -14.3% | -6.5% |
| YTD | +52.7% | +15.3% | +37.4% | +36.4% |
| 1Y | +194.8% | +31.0% | +163.8% | +149.7% |
| All | +194.8% | +31.3% | +163.4% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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