+183.3%
COHR vs FICO
-37.5%
+220.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -4.2% |
| 7D | +10.9% | -14.1% | +25.0% | +5.7% |
| 30D | -10.8% | -7.5% | -3.3% | -12.1% |
| 3M | -17.4% | -21.3% | +3.9% | -21.5% |
| 6M | +12.5% | -25.2% | +37.7% | +9.2% |
| YTD | +58.8% | -43.2% | +102.0% | +53.9% |
| 1Y | +183.3% | -37.2% | +220.5% | +176.4% |
| All | +183.3% | -37.5% | +220.8% | +176.4% |
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