+1,298.9%
COHR vs F
+92.2%
+1,206.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.5% | +3.9% |
| 7D | +8.3% | -4.4% | +12.8% | +10.4% |
| 30D | -14.1% | +1.0% | -15.1% | -15.2% |
| 3M | -16.0% | -4.0% | -12.0% | -15.4% |
| 6M | +21.5% | +18.1% | +3.4% | +8.7% |
| YTD | +65.4% | +10.2% | +55.3% | +52.1% |
| 1Y | +195.0% | +24.3% | +170.7% | +153.5% |
| 3Y | +830.2% | +38.1% | +792.1% | +634.4% |
| 5Y | +397.1% | +50.2% | +346.9% | +267.1% |
| All | +1,298.9% | +92.2% | +1,206.7% | +805.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling