+26.1%
COHR vs FISV
-1.6%
+27.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +1.1% | -14.1% | -12.3% |
| 7D | -28.4% | +29.4% | -57.9% | -14.4% |
| 30D | -49.8% | +38.0% | -87.8% | -36.7% |
| 3M | -48.3% | +15.9% | -64.2% | -41.0% |
| 6M | -49.4% | +9.5% | -59.0% | -40.4% |
| YTD | -8.0% | -6.6% | -1.4% | +0.6% |
| 1Y | +26.1% | -2.0% | +28.1% | +42.5% |
| All | +26.1% | -1.6% | +27.7% | +42.5% |
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