+830.2%
COHR vs FWONK
+44.6%
+785.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +8.3% | +0.1% | +8.2% | +8.3% |
| 30D | -14.1% | -7.7% | -6.4% | -11.8% |
| 3M | -16.0% | +5.7% | -21.7% | -19.5% |
| 6M | +21.5% | +13.5% | +8.0% | +10.9% |
| YTD | +65.4% | -3.0% | +68.4% | +64.8% |
| 1Y | +195.0% | -6.4% | +201.4% | +198.8% |
| 3Y | +830.2% | +43.8% | +786.3% | +667.3% |
| All | +830.2% | +44.6% | +785.5% | +667.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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