+1,298.9%
COHR vs FIX
+6,344.9%
-5,046.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.1% | +0.4% |
| 7D | +8.3% | +5.0% | +3.3% | +5.3% |
| 30D | -14.1% | -2.7% | -11.4% | -12.3% |
| 3M | -16.0% | -8.2% | -7.8% | -9.4% |
| 6M | +21.5% | +20.3% | +1.2% | +14.2% |
| YTD | +65.4% | +81.4% | -16.0% | +25.6% |
| 1Y | +195.0% | +121.5% | +73.5% | +101.3% |
| 3Y | +830.2% | +807.4% | +22.7% | +218.5% |
| 5Y | +397.1% | +2,306.7% | -1,909.6% | +8.5% |
| All | +1,298.9% | +6,344.9% | -5,046.1% | +105.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling