+254.9%
COHR vs FGI
-74.8%
+329.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -25.2% | +19.2% | -5.8% |
| 7D | +13.1% | -14.4% | +27.5% | +13.3% |
| 30D | -17.2% | -11.8% | -5.4% | -17.1% |
| 3M | -33.3% | -46.2% | +12.9% | -33.2% |
| 6M | -46.0% | +5.2% | -51.1% | -46.1% |
| YTD | +18.2% | +10.5% | +7.7% | +16.5% |
| 1Y | +55.9% | +25.5% | +30.4% | +53.5% |
| 3Y | +544.7% | -16.0% | +560.7% | +535.9% |
| All | +254.9% | -74.8% | +329.7% | +275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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