+1,298.9%
COHR vs FITB
+290.8%
+1,008.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.9% |
| 7D | +8.3% | -0.3% | +8.6% | +8.5% |
| 30D | -14.1% | -5.7% | -8.5% | -11.6% |
| 3M | -16.0% | +3.2% | -19.2% | -17.6% |
| 6M | +21.5% | +23.4% | -1.9% | +8.7% |
| YTD | +65.4% | +18.8% | +46.7% | +50.2% |
| 1Y | +195.0% | +25.0% | +170.0% | +160.5% |
| 3Y | +830.2% | +131.2% | +699.0% | +515.9% |
| 5Y | +397.1% | +70.7% | +326.4% | +272.7% |
| All | +1,298.9% | +290.8% | +1,008.1% | +598.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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