+1,243.0%
COHR vs FAST
+531.9%
+711.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.8% | -3.7% |
| 7D | +10.9% | -0.4% | +11.3% | +11.2% |
| 30D | -10.8% | -6.4% | -4.3% | -7.3% |
| 3M | -17.4% | +7.1% | -24.4% | -20.9% |
| 6M | +12.5% | +7.0% | +5.5% | +7.3% |
| YTD | +58.8% | +24.1% | +34.7% | +37.5% |
| 1Y | +183.3% | +4.4% | +178.9% | +169.9% |
| 3Y | +783.0% | +93.2% | +689.8% | +464.6% |
| 5Y | +377.2% | +106.4% | +270.9% | +191.6% |
| All | +1,243.0% | +531.9% | +711.1% | +394.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling