+194.8%
COHR vs FDX
+80.8%
+114.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.9% |
| 7D | +1.0% | -2.5% | +3.5% | +2.2% |
| 30D | -14.1% | +3.8% | -17.9% | -16.4% |
| 3M | -33.2% | -1.3% | -31.9% | -33.0% |
| 6M | +2.5% | +5.0% | -2.5% | -4.6% |
| YTD | +52.7% | +39.6% | +13.1% | +28.2% |
| 1Y | +194.8% | +81.1% | +113.6% | +139.9% |
| All | +194.8% | +80.8% | +114.0% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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