+824.4%
COHR vs FAST
+92.3%
+732.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | +13.0% | +1.8% | +11.2% | +12.0% |
| 30D | -6.7% | -6.4% | -0.2% | -3.8% |
| 3M | -14.7% | +5.3% | -20.1% | -16.7% |
| 6M | +20.3% | +5.4% | +14.9% | +17.0% |
| YTD | +64.4% | +23.6% | +40.8% | +47.3% |
| 1Y | +205.9% | +4.1% | +201.8% | +198.2% |
| All | +824.4% | +92.3% | +732.1% | +588.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling