+9,153.6%
COHR vs FLUT
+2,064.0%
+7,089.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.0% |
| 7D | +8.3% | +0.4% | +7.9% | +8.3% |
| 30D | -14.1% | +2.5% | -16.7% | -14.5% |
| 3M | -16.0% | -9.2% | -6.8% | -15.8% |
| 6M | +21.5% | -8.2% | +29.7% | +21.1% |
| YTD | +65.4% | -53.2% | +118.7% | +77.2% |
| 1Y | +195.0% | -65.6% | +260.6% | +227.0% |
| 3Y | +830.2% | -43.6% | +873.7% | +881.6% |
| 5Y | +397.1% | -50.3% | +447.4% | +419.2% |
| 10Y | +1,317.7% | -9.3% | +1,327.0% | +1,336.7% |
| All | +9,153.6% | +2,064.0% | +7,089.7% | +8,007.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling