+1,298.9%
COHR vs FERG
+351.3%
+947.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | +8.3% | -2.6% | +10.9% | +9.2% |
| 30D | -14.1% | -8.9% | -5.2% | -11.5% |
| 3M | -16.0% | -2.0% | -14.0% | -15.4% |
| 6M | +21.5% | -3.2% | +24.7% | +22.8% |
| YTD | +65.4% | +1.5% | +63.9% | +64.5% |
| 1Y | +195.0% | +0.5% | +194.5% | +193.6% |
| 3Y | +830.2% | +50.4% | +779.7% | +734.1% |
| 5Y | +397.1% | +68.7% | +328.4% | +330.8% |
| All | +1,298.9% | +351.3% | +947.5% | +1,109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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