+657.5%
COHR vs FICO
+527.0%
+130.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -6.1% |
| 7D | +13.1% | +2.2% | +10.9% | +12.4% |
| 30D | -17.2% | +0.1% | -17.2% | -18.2% |
| 3M | -33.3% | -35.2% | +1.8% | -26.8% |
| 6M | -46.0% | -32.4% | -13.6% | -45.1% |
| YTD | +18.2% | -57.4% | +75.6% | +42.2% |
| 1Y | +55.9% | -58.5% | +114.4% | +89.4% |
| 3Y | +544.7% | -28.9% | +573.5% | +441.3% |
| 5Y | +234.6% | +91.7% | +142.9% | +52.2% |
| All | +657.5% | +527.0% | +130.5% | +20.3% |
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