+194.8%
COHR vs FANG
+43.7%
+151.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.4% | +6.5% |
| 7D | +1.0% | +0.8% | +0.2% | +0.9% |
| 30D | -14.1% | +7.6% | -21.7% | -14.1% |
| 3M | -33.2% | -1.3% | -31.9% | -32.4% |
| 6M | +2.5% | +14.7% | -12.1% | +1.9% |
| YTD | +52.7% | +34.8% | +17.9% | +51.2% |
| 1Y | +194.8% | +42.9% | +151.8% | +183.5% |
| All | +194.8% | +43.7% | +151.0% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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