+195.0%
COHR vs FANG
+52.7%
+142.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | +2.9% | +5.5% | +8.4% |
| 30D | -14.1% | +2.6% | -16.8% | -14.0% |
| 3M | -16.0% | +7.6% | -23.6% | -15.5% |
| 6M | +21.5% | +17.3% | +4.1% | +21.1% |
| YTD | +65.4% | +38.7% | +26.8% | +64.4% |
| 1Y | +195.0% | +51.6% | +143.4% | +192.9% |
| All | +195.0% | +52.7% | +142.4% | +192.9% |
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