+824.4%
COHR vs FGI
-1.2%
+825.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.6% |
| 7D | +13.0% | +14.7% | -1.7% | +13.1% |
| 30D | -6.7% | +67.0% | -73.6% | -5.5% |
| 3M | -14.7% | +31.0% | -45.8% | -13.7% |
| 6M | +20.3% | +126.8% | -106.5% | +21.8% |
| YTD | +64.4% | +35.6% | +28.8% | +66.1% |
| 1Y | +205.9% | +108.9% | +96.9% | +215.7% |
| All | +824.4% | -1.2% | +825.6% | +878.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling