+678.2%
COHR vs FOXA
+92.4%
+585.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.7% |
| 7D | +8.3% | +0.8% | +7.5% | +8.0% |
| 30D | -14.1% | +5.0% | -19.2% | -16.2% |
| 3M | -16.0% | -3.0% | -13.0% | -16.8% |
| 6M | +21.5% | +14.8% | +6.7% | +11.2% |
| YTD | +65.4% | -8.9% | +74.4% | +66.8% |
| 1Y | +195.0% | +13.3% | +181.7% | +168.1% |
| 3Y | +830.2% | +115.4% | +714.7% | +529.7% |
| 5Y | +397.1% | +95.3% | +301.8% | +251.0% |
| All | +678.2% | +92.4% | +585.9% | +403.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 all: compounded portfolio wealth divided by compounded FOXA 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…
all analysis · Full analysis span regression · 6 months rolling