+618.5%
COHR vs FBTC
+60.2%
+558.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +8.3% | -3.1% | +11.5% | +9.7% |
| 30D | -14.1% | +22.0% | -36.2% | -21.7% |
| 3M | -16.0% | +21.6% | -37.6% | -23.0% |
| 6M | +21.5% | +9.2% | +12.2% | +16.2% |
| YTD | +65.4% | -11.8% | +77.2% | +69.8% |
| 1Y | +195.0% | -32.7% | +227.7% | +235.7% |
| All | +618.5% | +60.2% | +558.4% | +551.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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