+824.4%
COHR vs FIX
+764.7%
+59.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +2.1% |
| 7D | +13.0% | +3.5% | +9.4% | +10.0% |
| 30D | -6.7% | -3.5% | -3.2% | -3.3% |
| 3M | -14.7% | -11.8% | -3.0% | -3.8% |
| 6M | +20.3% | +17.8% | +2.5% | +12.3% |
| YTD | +64.4% | +73.3% | -8.9% | +19.0% |
| 1Y | +205.9% | +128.1% | +77.8% | +83.3% |
| All | +824.4% | +764.7% | +59.7% | +213.0% |
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