+194.8%
COHR vs FN
+17.1%
+177.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.1% | +3.5% | +3.9% |
| 7D | +1.0% | -1.7% | +2.6% | +2.5% |
| 30D | -14.1% | -22.0% | +7.9% | +6.2% |
| 3M | -33.2% | -43.0% | +9.8% | +7.1% |
| 6M | +2.5% | -27.7% | +30.3% | +35.4% |
| YTD | +52.7% | -10.5% | +63.2% | +71.8% |
| 1Y | +194.8% | +12.5% | +182.3% | +164.3% |
| All | +194.8% | +17.1% | +177.7% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling