+7,970.3%
COHR vs FIX
+8,592.5%
-622.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -5.5% |
| 7D | +13.1% | +9.4% | +3.7% | +10.3% |
| 30D | -17.2% | -27.8% | +10.6% | -7.3% |
| 3M | -33.3% | -35.6% | +2.2% | -22.0% |
| 6M | -46.0% | -45.2% | -0.7% | -32.4% |
| YTD | +18.2% | +19.5% | -1.3% | +18.9% |
| 1Y | +55.9% | +24.2% | +31.6% | +55.3% |
| 3Y | +544.7% | +494.2% | +50.5% | +328.2% |
| 5Y | +234.6% | +1,036.1% | -801.6% | +88.1% |
| 10Y | +656.2% | +3,599.0% | -2,942.9% | +215.6% |
| All | +7,970.3% | +8,592.5% | -622.2% | +2,334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling