+194.8%
COHR vs FIX
+128.3%
+66.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.9% | +4.7% | +4.8% |
| 7D | +1.0% | +6.0% | -5.1% | -4.6% |
| 30D | -14.1% | -7.2% | -6.9% | -7.0% |
| 3M | -33.2% | -15.9% | -17.3% | -19.3% |
| 6M | +2.5% | +12.7% | -10.2% | -1.5% |
| YTD | +52.7% | +72.8% | -20.1% | +9.6% |
| 1Y | +194.8% | +122.9% | +71.9% | +80.3% |
| All | +194.8% | +128.3% | +66.5% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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