+393.6%
COHR vs FLEX
+737.7%
-344.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.2% | -3.0% | -1.4% |
| 7D | +8.3% | +5.7% | +2.6% | +3.7% |
| 30D | -14.1% | -7.0% | -7.1% | -8.6% |
| 3M | -16.0% | -23.8% | +7.8% | +4.9% |
| 6M | +21.5% | +82.6% | -61.2% | -30.7% |
| YTD | +65.4% | +91.6% | -26.2% | -8.6% |
| 1Y | +195.0% | +100.6% | +94.5% | +55.7% |
| 3Y | +830.2% | +479.8% | +350.4% | +121.9% |
| All | +393.6% | +737.7% | -344.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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