+1,298.9%
COHR vs FDX
+182.5%
+1,116.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +8.3% | -3.3% | +11.6% | +10.1% |
| 30D | -14.1% | -4.5% | -9.6% | -12.5% |
| 3M | -16.0% | -7.3% | -8.7% | -12.9% |
| 6M | +21.5% | +7.5% | +13.9% | +15.6% |
| YTD | +65.4% | +35.1% | +30.4% | +39.4% |
| 1Y | +195.0% | +71.4% | +123.6% | +118.0% |
| 3Y | +830.2% | +60.8% | +769.4% | +583.8% |
| 5Y | +397.1% | +65.5% | +331.6% | +246.7% |
| All | +1,298.9% | +182.5% | +1,116.4% | +555.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling