+194.8%
COHR vs FCUV
-81.1%
+275.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -13.7% | +20.3% | +6.6% |
| 7D | +1.0% | +62.8% | -61.9% | +0.7% |
| 30D | -14.1% | +66.5% | -80.6% | -14.4% |
| 3M | -33.2% | +459.9% | -493.1% | -35.1% |
| 6M | +2.5% | -12.4% | +14.9% | +6.7% |
| YTD | +52.7% | -47.5% | +100.2% | +62.7% |
| 1Y | +194.8% | -80.5% | +275.3% | +228.3% |
| All | +194.8% | -81.1% | +275.9% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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