+1,243.0%
COHR vs FN
+927.1%
+315.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -1.1% |
| 7D | +10.9% | +2.3% | +8.6% | +9.4% |
| 30D | -10.8% | -23.2% | +12.4% | +6.6% |
| 3M | -17.4% | -30.4% | +13.0% | +7.5% |
| 6M | +12.5% | -25.6% | +38.1% | +40.5% |
| YTD | +58.8% | -11.3% | +70.1% | +76.7% |
| 1Y | +183.3% | +8.4% | +174.9% | +177.1% |
| 3Y | +783.0% | +166.2% | +616.8% | +367.1% |
| 5Y | +377.2% | +290.3% | +86.9% | +86.8% |
| All | +1,243.0% | +927.1% | +315.9% | +175.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling