+1,775.2%
COHR vs FERG
+1,311.2%
+464.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +8.3% | -2.6% | +10.9% | +9.0% |
| 30D | -14.1% | -8.9% | -5.2% | -12.4% |
| 3M | -16.0% | -2.0% | -14.0% | -15.6% |
| 6M | +21.5% | -3.2% | +24.7% | +22.4% |
| YTD | +65.4% | +1.5% | +63.9% | +65.0% |
| 1Y | +195.0% | +0.5% | +194.5% | +194.5% |
| 3Y | +830.2% | +50.4% | +779.7% | +769.0% |
| 5Y | +397.1% | +68.7% | +328.4% | +355.0% |
| 10Y | +1,317.7% | +351.3% | +966.4% | +1,159.0% |
| All | +1,775.2% | +1,311.2% | +464.0% | +1,521.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling