+830.2%
COHR vs F
+36.5%
+793.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.5% | +3.9% |
| 7D | +8.3% | -4.4% | +12.8% | +10.2% |
| 30D | -14.1% | +1.0% | -15.1% | -15.1% |
| 3M | -16.0% | -4.0% | -12.0% | -15.5% |
| 6M | +21.5% | +18.1% | +3.4% | +8.0% |
| YTD | +65.4% | +10.2% | +55.3% | +50.6% |
| 1Y | +195.0% | +24.3% | +170.7% | +149.7% |
| 3Y | +830.2% | +38.1% | +792.1% | +609.9% |
| All | +830.2% | +36.5% | +793.7% | +609.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling