+8,203.7%
COHR vs FIS
+337.0%
+7,866.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +8.3% | -7.9% | +16.2% | +11.7% |
| 30D | -14.1% | -8.0% | -6.2% | -12.0% |
| 3M | -16.0% | +0.6% | -16.6% | -19.1% |
| 6M | +21.5% | -22.2% | +43.7% | +28.6% |
| YTD | +65.4% | -40.8% | +106.2% | +96.1% |
| 1Y | +195.0% | -41.5% | +236.5% | +250.2% |
| 3Y | +830.2% | -25.5% | +855.7% | +870.3% |
| 5Y | +397.1% | -64.8% | +461.9% | +602.4% |
| 10Y | +1,317.7% | -40.1% | +1,357.8% | +1,490.5% |
| All | +8,203.7% | +337.0% | +7,866.7% | +4,701.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling