+194.8%
COHR vs FICO
-39.1%
+233.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -16.7% | +23.3% | +0.5% |
| 7D | +1.0% | -19.2% | +20.1% | -5.9% |
| 30D | -14.1% | -14.6% | +0.5% | -17.6% |
| 3M | -33.2% | -20.1% | -13.1% | -36.8% |
| 6M | +2.5% | -36.3% | +38.9% | -2.6% |
| YTD | +52.7% | -44.9% | +97.6% | +46.2% |
| 1Y | +194.8% | -38.6% | +233.4% | +183.2% |
| All | +194.8% | -39.1% | +233.8% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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