+26,506.5%
COHR vs FFIV
+7,795.2%
+18,711.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.3% | -0.4% |
| 7D | +13.0% | +3.5% | +9.5% | +12.1% |
| 30D | -6.7% | -1.3% | -5.4% | -6.3% |
| 3M | -14.7% | +2.4% | -17.1% | -15.1% |
| 6M | +20.3% | +41.8% | -21.5% | +11.3% |
| YTD | +64.4% | +58.5% | +5.9% | +48.2% |
| 1Y | +205.9% | +24.3% | +181.5% | +190.1% |
| 3Y | +814.1% | +152.0% | +662.1% | +655.0% |
| 5Y | +387.4% | +99.1% | +288.2% | +325.9% |
| 10Y | +1,308.9% | +242.8% | +1,066.2% | +1,022.3% |
| All | +26,506.5% | +7,795.2% | +18,711.2% | +10,572.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling