+1,298.9%
COHR vs FISV
+3.1%
+1,295.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.3% | +2.5% |
| 7D | +8.3% | -2.7% | +11.0% | +9.1% |
| 30D | -14.1% | 0.0% | -14.2% | -14.7% |
| 3M | -16.0% | -2.8% | -13.2% | -17.6% |
| 6M | +21.5% | -11.8% | +33.3% | +21.9% |
| YTD | +65.4% | -23.2% | +88.7% | +73.4% |
| 1Y | +195.0% | -62.0% | +257.0% | +289.3% |
| 3Y | +830.2% | -57.6% | +887.8% | +966.2% |
| 5Y | +397.1% | -53.4% | +450.5% | +428.6% |
| All | +1,298.9% | +3.1% | +1,295.7% | +764.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling