+195.0%
COHR vs FDS
-27.2%
+222.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +3.5% |
| 7D | +8.3% | -14.0% | +22.3% | -0.4% |
| 30D | -14.1% | -6.2% | -7.9% | -16.3% |
| 3M | -16.0% | +10.2% | -26.2% | -8.6% |
| 6M | +21.5% | +27.4% | -6.0% | +41.4% |
| YTD | +65.4% | -9.3% | +74.7% | +72.7% |
| 1Y | +195.0% | -28.6% | +223.7% | +217.1% |
| All | +195.0% | -27.2% | +222.3% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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