+51.6%
COHR vs FIVN
+55.4%
-3.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -5.9% |
| 7D | -18.6% | -3.4% | -15.2% | -18.7% |
| 30D | -41.5% | +5.8% | -47.3% | -41.3% |
| 3M | -39.7% | +22.0% | -61.8% | -39.0% |
| 6M | -40.9% | +55.7% | -96.6% | -37.7% |
| YTD | +5.7% | +81.3% | -75.6% | +12.0% |
| 1Y | +51.6% | +58.0% | -6.4% | +65.4% |
| All | +51.6% | +55.4% | -3.8% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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