+7,192.4%
COHR vs FTI
+2,065.8%
+5,126.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.8% |
| 7D | +8.3% | -4.4% | +12.7% | +9.9% |
| 30D | -14.1% | +1.5% | -15.6% | -14.5% |
| 3M | -16.0% | +8.2% | -24.2% | -18.6% |
| 6M | +21.5% | +18.8% | +2.6% | +14.1% |
| YTD | +65.4% | +71.7% | -6.2% | +37.9% |
| 1Y | +195.0% | +90.0% | +105.0% | +137.1% |
| 3Y | +830.2% | +270.5% | +559.7% | +496.3% |
| 5Y | +397.1% | +1,084.5% | -687.4% | +104.6% |
| 10Y | +1,317.7% | +302.9% | +1,014.8% | +605.2% |
| All | +7,192.4% | +2,065.8% | +5,126.6% | +2,451.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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