+2,944.3%
COHR vs FXI
+207.8%
+2,736.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.1% |
| 7D | +10.9% | -2.8% | +13.7% | +12.6% |
| 30D | -10.8% | -3.7% | -7.1% | -9.0% |
| 3M | -17.4% | -0.4% | -17.0% | -17.6% |
| 6M | +12.5% | -5.4% | +17.9% | +16.5% |
| YTD | +58.8% | -9.6% | +68.5% | +69.2% |
| 1Y | +183.3% | -11.9% | +195.2% | +207.6% |
| 3Y | +783.0% | +37.8% | +745.2% | +629.8% |
| 5Y | +377.2% | -7.0% | +384.3% | +373.7% |
| 10Y | +1,261.0% | +14.3% | +1,246.7% | +1,157.8% |
| All | +2,944.3% | +207.8% | +2,736.5% | +1,177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling