+49,928.8%
COHR vs FICO
+81,361.1%
-31,432.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.2% | +9.5% | +9.3% |
| 7D | +20.2% | +4.0% | +16.2% | +19.2% |
| 30D | -18.6% | -1.5% | -17.1% | -18.9% |
| 3M | -28.6% | -29.8% | +1.2% | -25.5% |
| 6M | -38.2% | -33.3% | -5.0% | -36.6% |
| YTD | +27.1% | -56.9% | +83.9% | +41.7% |
| 1Y | +48.4% | -59.5% | +107.9% | +68.0% |
| 3Y | +590.3% | -26.9% | +617.2% | +560.0% |
| 5Y | +258.7% | +92.9% | +165.8% | +167.2% |
| 10Y | +712.9% | +539.5% | +173.4% | +370.6% |
| All | +49,928.8% | +81,361.1% | -31,432.3% | +14,693.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling