+194.8%
COHR vs FFIV
+25.9%
+168.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +7.0% | +6.8% |
| 7D | +1.0% | -1.0% | +1.9% | +1.4% |
| 30D | -14.1% | -5.1% | -9.1% | -12.1% |
| 3M | -33.2% | -4.5% | -28.7% | -31.3% |
| 6M | +2.5% | +36.5% | -33.9% | -7.1% |
| YTD | +52.7% | +53.0% | -0.3% | +34.3% |
| 1Y | +194.8% | +24.2% | +170.6% | +154.3% |
| All | +194.8% | +25.9% | +168.9% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling