+45.9%
COHR vs FPS
+22.4%
+23.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.0% | -4.8% | -1.9% |
| 7D | +8.3% | +1.5% | +6.8% | +7.0% |
| 30D | -14.1% | -16.9% | +2.7% | -2.7% |
| 3M | -16.0% | -45.3% | +29.3% | +21.1% |
| 6M | +21.5% | -10.3% | +31.8% | +27.9% |
| All | +45.9% | +22.4% | +23.6% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling