+1,298.9%
COHR vs FANG
+182.5%
+1,116.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | +2.9% | +5.5% | +7.5% |
| 30D | -14.1% | +2.6% | -16.8% | -14.8% |
| 3M | -16.0% | +7.6% | -23.6% | -18.2% |
| 6M | +21.5% | +17.3% | +4.1% | +15.1% |
| YTD | +65.4% | +38.7% | +26.8% | +49.4% |
| 1Y | +195.0% | +51.6% | +143.4% | +159.6% |
| 3Y | +830.2% | +50.0% | +780.2% | +718.6% |
| 5Y | +397.1% | +237.6% | +159.5% | +254.9% |
| All | +1,298.9% | +182.5% | +1,116.4% | +884.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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