+195.0%
COHR vs FXI
-12.5%
+207.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.6% |
| 7D | +8.3% | -3.9% | +12.2% | +14.0% |
| 30D | -14.1% | -2.1% | -12.0% | -11.9% |
| 3M | -16.0% | -0.5% | -15.5% | -16.9% |
| 6M | +21.5% | -4.5% | +26.0% | +31.6% |
| YTD | +65.4% | -9.2% | +74.7% | +93.6% |
| 1Y | +195.0% | -13.8% | +208.8% | +271.7% |
| All | +195.0% | -12.5% | +207.5% | +271.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling