+393.6%
COHR vs FIVE
+30.8%
+362.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.6% |
| 7D | +8.3% | -3.0% | +11.4% | +9.7% |
| 30D | -14.1% | +2.7% | -16.8% | -15.5% |
| 3M | -16.0% | +21.1% | -37.1% | -22.3% |
| 6M | +21.5% | +11.9% | +9.5% | +14.3% |
| YTD | +65.4% | +29.9% | +35.6% | +47.1% |
| 1Y | +195.0% | +67.8% | +127.2% | +136.4% |
| 3Y | +830.2% | +52.8% | +777.4% | +587.9% |
| All | +393.6% | +30.8% | +362.8% | +271.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling