+1,298.9%
COHR vs FXI
+17.1%
+1,281.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.9% |
| 7D | +8.3% | -3.9% | +12.2% | +11.4% |
| 30D | -14.1% | -2.1% | -12.0% | -12.9% |
| 3M | -16.0% | -0.5% | -15.5% | -16.4% |
| 6M | +21.5% | -4.5% | +26.0% | +26.1% |
| YTD | +65.4% | -9.2% | +74.7% | +78.9% |
| 1Y | +195.0% | -13.8% | +208.8% | +232.6% |
| 3Y | +830.2% | +36.6% | +793.6% | +618.4% |
| 5Y | +397.1% | -6.7% | +403.8% | +408.2% |
| All | +1,298.9% | +17.1% | +1,281.8% | +1,087.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 10y: compounded portfolio wealth divided by compounded FXI 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…
10y analysis · Full analysis span regression · 6 months rolling