+1,726.3%
COHR vs FIVE
+875.3%
+850.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +6.9% |
| 7D | +11.0% | +3.7% | +7.3% | +9.8% |
| 30D | -20.4% | +4.0% | -24.3% | -21.5% |
| 3M | -24.9% | +36.2% | -61.1% | -31.9% |
| 6M | +28.1% | +18.0% | +10.0% | +20.3% |
| YTD | +63.6% | +34.9% | +28.7% | +47.8% |
| 1Y | +205.9% | +67.9% | +138.0% | +158.1% |
| 3Y | +809.3% | +57.3% | +752.0% | +629.2% |
| 5Y | +397.1% | +39.5% | +357.5% | +302.1% |
| 10Y | +1,238.1% | +496.4% | +741.7% | +694.0% |
| All | +1,726.3% | +875.3% | +850.9% | +863.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling