+387.4%
COHR vs FN
+296.8%
+90.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.2% |
| 7D | +13.0% | +5.8% | +7.2% | +8.8% |
| 30D | -6.7% | -20.6% | +14.0% | +9.4% |
| 3M | -14.7% | -28.6% | +13.9% | +9.4% |
| 6M | +20.3% | -20.7% | +41.0% | +44.7% |
| YTD | +64.4% | -8.1% | +72.6% | +79.7% |
| 1Y | +205.9% | +13.3% | +192.5% | +193.3% |
| 3Y | +814.1% | +175.7% | +638.4% | +399.6% |
| 5Y | +387.4% | +297.4% | +90.0% | +107.4% |
| All | +387.4% | +296.8% | +90.5% | +107.4% |
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