+377.2%
COHR vs FIX
+2,121.3%
-1,744.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.3% |
| 7D | +10.9% | +0.7% | +10.2% | +10.5% |
| 30D | -10.8% | -5.7% | -5.1% | -6.2% |
| 3M | -17.4% | -7.4% | -9.9% | -10.1% |
| 6M | +12.5% | +15.1% | -2.6% | +7.3% |
| YTD | +58.8% | +70.7% | -11.9% | +18.4% |
| 1Y | +183.3% | +111.9% | +71.3% | +83.2% |
| 3Y | +783.0% | +759.5% | +23.5% | +154.9% |
| 5Y | +377.2% | +2,164.4% | -1,787.1% | -21.0% |
| All | +377.2% | +2,121.3% | -1,744.1% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling