+391.1%
COHR vs FGI
-69.8%
+460.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.9% | +5.2% | +7.1% |
| 7D | +11.0% | +5.2% | +5.8% | +10.9% |
| 30D | -20.4% | +65.2% | -85.6% | -20.8% |
| 3M | -24.9% | +30.2% | -55.1% | -25.1% |
| 6M | +28.1% | +87.8% | -59.7% | +25.4% |
| YTD | +63.6% | +32.5% | +31.1% | +61.1% |
| 1Y | +205.9% | +93.6% | +112.4% | +197.2% |
| 3Y | +809.3% | -2.6% | +811.9% | +798.1% |
| All | +391.1% | -69.8% | +460.9% | +418.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling