+195.0%
COHR vs FIVE
+66.5%
+128.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.6% |
| 7D | +8.3% | -3.0% | +11.4% | +9.8% |
| 30D | -14.1% | +2.7% | -16.8% | -15.7% |
| 3M | -16.0% | +21.1% | -37.1% | -22.2% |
| 6M | +21.5% | +11.9% | +9.5% | +14.1% |
| YTD | +65.4% | +29.9% | +35.6% | +43.4% |
| 1Y | +195.0% | +67.8% | +127.2% | +126.1% |
| All | +195.0% | +66.5% | +128.5% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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