-46.0%
COHR vs FICO
-33.2%
-12.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -5.8% |
| 7D | +13.1% | +2.2% | +10.9% | +14.0% |
| 30D | -17.2% | +0.1% | -17.2% | -16.5% |
| 3M | -33.3% | -35.2% | +1.8% | -46.3% |
| 6M | -46.0% | -32.4% | -13.6% | -57.1% |
| All | -46.0% | -33.2% | -12.8% | -57.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling