+830.2%
COHR vs FITB
+130.4%
+699.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.8% |
| 7D | +8.3% | -0.3% | +8.6% | +8.5% |
| 30D | -14.1% | -5.7% | -8.5% | -10.6% |
| 3M | -16.0% | +3.2% | -19.2% | -18.4% |
| 6M | +21.5% | +23.4% | -1.9% | +3.3% |
| YTD | +65.4% | +18.8% | +46.7% | +43.0% |
| 1Y | +195.0% | +25.0% | +170.0% | +144.3% |
| 3Y | +830.2% | +131.2% | +699.0% | +413.0% |
| All | +830.2% | +130.4% | +699.7% | +413.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling