+544.7%
COHR vs FIX
+503.5%
+41.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -4.9% |
| 7D | +13.1% | +9.4% | +3.7% | +5.8% |
| 30D | -17.2% | -27.8% | +10.6% | +8.2% |
| 3M | -33.3% | -35.6% | +2.2% | -3.2% |
| 6M | -46.0% | -45.2% | -0.7% | -9.0% |
| YTD | +18.2% | +19.5% | -1.3% | +15.5% |
| 1Y | +55.9% | +24.2% | +31.6% | +48.3% |
| 3Y | +544.7% | +494.2% | +50.5% | +147.3% |
| All | +544.7% | +503.5% | +41.2% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling