+256.0%
COHR vs FN
+194.5%
+61.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +1.9% |
| 7D | +36.7% | +20.8% | +15.9% | +20.3% |
| 30D | -20.0% | -17.3% | -2.7% | -7.8% |
| 3M | -34.7% | -38.1% | +3.4% | -7.8% |
| 6M | -37.9% | -44.2% | +6.3% | -4.1% |
| YTD | +25.7% | -22.3% | +48.0% | +56.2% |
| 1Y | +48.1% | -20.9% | +69.1% | +82.4% |
| 3Y | +583.2% | +111.1% | +472.1% | +342.5% |
| 5Y | +256.0% | +191.8% | +64.1% | +76.0% |
| All | +256.0% | +194.5% | +61.4% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling