+1,298.9%
COHR vs FFIV
+249.4%
+1,049.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.8% | +1.6% |
| 7D | +8.3% | +5.4% | +2.9% | +4.0% |
| 30D | -14.1% | -2.7% | -11.5% | -12.4% |
| 3M | -16.0% | +4.5% | -20.5% | -19.1% |
| 6M | +21.5% | +42.2% | -20.7% | -7.8% |
| YTD | +65.4% | +61.3% | +4.2% | +12.6% |
| 1Y | +195.0% | +23.0% | +172.0% | +143.8% |
| 3Y | +830.2% | +156.3% | +673.9% | +349.8% |
| 5Y | +397.1% | +102.9% | +294.2% | +180.9% |
| All | +1,298.9% | +249.4% | +1,049.5% | +454.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling