+1,298.9%
COHR vs FIVN
+118.5%
+1,180.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.7% |
| 7D | +8.3% | -7.8% | +16.2% | +10.9% |
| 30D | -14.1% | -1.7% | -12.4% | -14.6% |
| 3M | -16.0% | +47.2% | -63.2% | -28.6% |
| 6M | +21.5% | +82.7% | -61.3% | -8.1% |
| YTD | +65.4% | +52.9% | +12.5% | +30.8% |
| 1Y | +195.0% | +17.5% | +177.5% | +156.0% |
| 3Y | +830.2% | -55.8% | +886.0% | +989.7% |
| 5Y | +397.1% | -82.3% | +479.4% | +652.4% |
| All | +1,298.9% | +118.5% | +1,180.3% | +680.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling