+830.2%
COHR vs FDX
+60.5%
+769.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +8.3% | -3.3% | +11.6% | +10.0% |
| 30D | -14.1% | -4.5% | -9.6% | -12.6% |
| 3M | -16.0% | -7.3% | -8.7% | -13.1% |
| 6M | +21.5% | +7.5% | +13.9% | +15.3% |
| YTD | +65.4% | +35.1% | +30.4% | +40.4% |
| 1Y | +195.0% | +71.4% | +123.6% | +122.0% |
| 3Y | +830.2% | +60.8% | +769.4% | +555.1% |
| All | +830.2% | +60.5% | +769.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling