+1,298.9%
COHR vs FLUT
-9.3%
+1,308.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.8% |
| 7D | +8.3% | +0.4% | +7.9% | +8.3% |
| 30D | -14.1% | +2.5% | -16.7% | -14.9% |
| 3M | -16.0% | -9.2% | -6.8% | -15.6% |
| 6M | +21.5% | -8.2% | +29.7% | +20.7% |
| YTD | +65.4% | -53.2% | +118.7% | +91.4% |
| 1Y | +195.0% | -65.6% | +260.6% | +267.1% |
| 3Y | +830.2% | -43.6% | +873.7% | +937.6% |
| 5Y | +397.1% | -50.3% | +447.4% | +433.1% |
| All | +1,298.9% | -9.3% | +1,308.2% | +1,454.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling