+809.3%
COHR vs FICO
+3.2%
+806.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.1% |
| 7D | +11.0% | -15.4% | +26.4% | +11.4% |
| 30D | -20.4% | -10.4% | -10.0% | -20.5% |
| 3M | -24.9% | -22.7% | -2.2% | -25.4% |
| 6M | +28.1% | -36.8% | +64.8% | +33.7% |
| YTD | +63.6% | -44.8% | +108.4% | +78.3% |
| 1Y | +205.9% | -39.3% | +245.3% | +213.1% |
| 3Y | +809.3% | +3.7% | +805.5% | +648.3% |
| All | +809.3% | +3.2% | +806.1% | +648.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling