+830.2%
COHR vs FIS
-25.5%
+855.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +8.3% | -7.9% | +16.2% | +7.9% |
| 30D | -14.1% | -8.0% | -6.2% | -14.4% |
| 3M | -16.0% | +0.6% | -16.6% | -17.9% |
| 6M | +21.5% | -22.2% | +43.7% | +25.2% |
| YTD | +65.4% | -40.8% | +106.2% | +88.9% |
| 1Y | +195.0% | -41.5% | +236.5% | +237.8% |
| 3Y | +830.2% | -25.5% | +855.7% | +688.5% |
| All | +830.2% | -25.5% | +855.6% | +688.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 3y: compounded portfolio wealth divided by compounded FIS 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…
3y analysis · Full analysis span regression · 6 months rolling