+1,298.9%
COHR vs FE
+114.2%
+1,184.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.2% |
| 7D | +8.3% | -1.4% | +9.7% | +8.7% |
| 30D | -14.1% | -1.9% | -12.3% | -13.8% |
| 3M | -16.0% | -0.2% | -15.8% | -16.2% |
| 6M | +21.5% | -7.1% | +28.5% | +23.0% |
| YTD | +65.4% | +6.1% | +59.3% | +61.9% |
| 1Y | +195.0% | +10.1% | +184.9% | +185.5% |
| 3Y | +830.2% | +46.9% | +783.3% | +708.8% |
| 5Y | +397.1% | +50.0% | +347.1% | +324.6% |
| All | +1,298.9% | +114.2% | +1,184.6% | +1,166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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