+830.2%
COHR vs FTV
-5.2%
+835.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +3.9% |
| 7D | +8.3% | -4.0% | +12.3% | +11.7% |
| 30D | -14.1% | -11.0% | -3.1% | -6.2% |
| 3M | -16.0% | -8.4% | -7.6% | -11.0% |
| 6M | +21.5% | -2.6% | +24.0% | +20.6% |
| YTD | +65.4% | -0.6% | +66.1% | +55.7% |
| 1Y | +195.0% | +11.0% | +184.1% | +145.1% |
| 3Y | +830.2% | -6.3% | +836.5% | +860.9% |
| All | +830.2% | -5.2% | +835.4% | +860.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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