+64,301.1%
COHR vs F
+608.2%
+63,692.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.2% | +11.3% | +8.3% |
| 7D | +11.0% | +1.2% | +9.8% | +10.5% |
| 30D | -20.4% | +1.2% | -21.6% | -20.9% |
| 3M | -24.9% | -5.7% | -19.2% | -24.1% |
| 6M | +28.1% | +17.9% | +10.1% | +20.9% |
| YTD | +63.6% | +10.4% | +53.2% | +56.7% |
| 1Y | +205.9% | +25.3% | +180.6% | +182.2% |
| 3Y | +809.3% | +37.5% | +771.8% | +710.9% |
| 5Y | +397.1% | +46.5% | +350.6% | +335.1% |
| 10Y | +1,238.1% | +86.4% | +1,151.7% | +968.7% |
| All | +64,301.1% | +608.2% | +63,692.9% | +38,779.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling