+194.8%
COHR vs FISV
-61.2%
+256.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.7% |
| 7D | +1.0% | -0.3% | +1.3% | +0.9% |
| 30D | -14.1% | -2.1% | -12.1% | -14.1% |
| 3M | -33.2% | -5.7% | -27.4% | -32.3% |
| 6M | +2.5% | -15.3% | +17.9% | +3.3% |
| YTD | +52.7% | -21.1% | +73.8% | +53.1% |
| 1Y | +194.8% | -61.1% | +255.9% | +166.0% |
| All | +194.8% | -61.2% | +256.0% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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