+14,444.9%
COHR vs FDS
+8,261.6%
+6,183.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.8% | +2.4% | -1.7% |
| 7D | +10.9% | -16.0% | +26.9% | +16.5% |
| 30D | -10.8% | -6.7% | -4.0% | -9.8% |
| 3M | -17.4% | +6.0% | -23.3% | -21.5% |
| 6M | +12.5% | +25.1% | -12.6% | -1.2% |
| YTD | +58.8% | -8.1% | +67.0% | +52.4% |
| 1Y | +183.3% | -26.0% | +209.3% | +188.7% |
| 3Y | +783.0% | -36.4% | +819.5% | +842.4% |
| 5Y | +377.2% | -27.7% | +405.0% | +387.0% |
| 10Y | +1,261.0% | +66.1% | +1,194.9% | +964.7% |
| All | +14,444.9% | +8,261.6% | +6,183.3% | +5,847.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling