+195.0%
COHR vs FGI
+118.1%
+76.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.1% |
| 7D | +8.3% | +12.1% | -3.8% | +8.4% |
| 30D | -14.1% | +75.7% | -89.8% | -13.0% |
| 3M | -16.0% | +31.7% | -47.7% | -14.8% |
| 6M | +21.5% | +111.5% | -90.0% | +22.1% |
| YTD | +65.4% | +45.8% | +19.7% | +66.4% |
| 1Y | +195.0% | +112.5% | +82.5% | +206.6% |
| All | +195.0% | +118.1% | +76.9% | +206.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling