+830.2%
COHR vs FLUT
-42.2%
+872.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.7% |
| 7D | +8.3% | +0.4% | +7.9% | +8.3% |
| 30D | -14.1% | +2.5% | -16.7% | -15.0% |
| 3M | -16.0% | -9.2% | -6.8% | -15.2% |
| 6M | +21.5% | -8.2% | +29.7% | +20.6% |
| YTD | +65.4% | -53.2% | +118.7% | +121.0% |
| 1Y | +195.0% | -65.6% | +260.6% | +358.5% |
| 3Y | +830.2% | -43.6% | +873.7% | +984.3% |
| All | +830.2% | -42.2% | +872.4% | +984.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling