+60,030.1%
COHR vs FAST
+71,032.6%
-11,002.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +6.4% |
| 7D | +1.0% | -0.4% | +1.3% | +1.1% |
| 30D | -14.1% | -0.8% | -13.3% | -13.9% |
| 3M | -33.2% | +5.8% | -38.9% | -34.4% |
| 6M | +2.5% | +8.0% | -5.4% | +0.1% |
| YTD | +52.7% | +25.6% | +27.1% | +42.2% |
| 1Y | +194.8% | +0.8% | +194.0% | +191.2% |
| 3Y | +650.8% | +86.1% | +564.7% | +521.6% |
| 5Y | +358.4% | +100.2% | +258.2% | +272.9% |
| 10Y | +1,191.2% | +494.2% | +697.0% | +697.3% |
| All | +60,030.1% | +71,032.6% | -11,002.4% | +21,064.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling