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  • COHR vs FDS✓SelectedUSD · FDSCOHR vs FDS performance historyLatest closeAs of-3.40%09/10
Stock and ETF performance explorer

COHR vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+14,444.9%
FDS return
+8,261.6%
Excess return
+6,183.3%
Maximum drawdown
-80.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
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