+51.6%
COHR vs FND
-10.3%
+61.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +10.9% | -16.9% | -6.1% |
| 7D | -18.6% | +12.3% | -30.9% | -18.6% |
| 30D | -41.5% | +14.7% | -56.3% | -41.5% |
| 3M | -39.7% | -12.0% | -27.7% | -38.4% |
| 6M | -40.9% | +10.8% | -51.6% | -40.0% |
| YTD | +5.7% | -12.3% | +18.0% | +9.2% |
| 1Y | +51.6% | -13.4% | +65.0% | +57.7% |
| All | +51.6% | -10.3% | +61.8% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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