+194.8%
COHR vs FAST
+2.3%
+192.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +6.5% |
| 7D | +1.0% | -0.4% | +1.3% | +1.0% |
| 30D | -14.1% | -0.8% | -13.3% | -13.9% |
| 3M | -33.2% | +5.8% | -38.9% | -33.2% |
| 6M | +2.5% | +8.0% | -5.4% | +1.5% |
| YTD | +52.7% | +25.6% | +27.1% | +56.9% |
| 1Y | +194.8% | +0.8% | +194.0% | +173.4% |
| All | +194.8% | +2.3% | +192.4% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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