+1,298.9%
COHR vs FICO
+671.2%
+627.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.2% |
| 7D | +8.3% | +5.7% | +2.6% | +6.2% |
| 30D | -14.1% | -5.6% | -8.5% | -14.2% |
| 3M | -16.0% | -16.9% | +0.9% | -15.6% |
| 6M | +21.5% | -15.4% | +36.9% | +16.3% |
| YTD | +65.4% | -41.7% | +107.2% | +86.2% |
| 1Y | +195.0% | -38.3% | +233.3% | +213.4% |
| 3Y | +830.2% | +8.9% | +821.3% | +582.3% |
| 5Y | +397.1% | +118.3% | +278.8% | +136.5% |
| All | +1,298.9% | +671.2% | +627.7% | +158.3% |
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