+705.8%
COHR vs FICO
+524.6%
+181.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.5% |
| 7D | +36.7% | +1.4% | +35.3% | +36.2% |
| 30D | -20.0% | -0.8% | -19.2% | -20.7% |
| 3M | -34.7% | -31.3% | -3.4% | -30.2% |
| 6M | -37.9% | -33.9% | -4.0% | -36.4% |
| YTD | +25.7% | -57.6% | +83.3% | +51.5% |
| 1Y | +48.1% | -59.7% | +107.8% | +82.7% |
| 3Y | +583.2% | -28.0% | +611.2% | +469.3% |
| 5Y | +256.0% | +91.0% | +165.0% | +62.1% |
| All | +705.8% | +524.6% | +181.3% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling