+11,127.0%
COHR vs FIX
+12,509.0%
-1,382.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +1.2% |
| 7D | +13.0% | +3.5% | +9.4% | +11.8% |
| 30D | -6.7% | -3.5% | -3.2% | -5.2% |
| 3M | -14.7% | -11.8% | -3.0% | -9.9% |
| 6M | +20.3% | +17.8% | +2.5% | +17.9% |
| YTD | +64.4% | +73.3% | -8.9% | +44.9% |
| 1Y | +205.9% | +128.1% | +77.8% | +149.8% |
| 3Y | +814.1% | +772.7% | +41.4% | +428.5% |
| 5Y | +387.4% | +2,166.4% | -1,779.1% | +122.5% |
| 10Y | +1,308.9% | +6,034.5% | -4,725.5% | +399.9% |
| All | +11,127.0% | +12,509.0% | -1,382.0% | +2,865.5% |
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