+194.8%
COHR vs FIG
-56.9%
+251.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.4% | +11.0% | +6.0% |
| 7D | +1.0% | -16.3% | +17.3% | -1.3% |
| 30D | -14.1% | -14.3% | +0.2% | -14.2% |
| 3M | -33.2% | +7.2% | -40.3% | -30.8% |
| 6M | +2.5% | -18.6% | +21.2% | +11.4% |
| YTD | +52.7% | -35.5% | +88.2% | +82.6% |
| 1Y | +194.8% | -55.8% | +250.6% | +291.9% |
| All | +194.8% | -56.9% | +251.6% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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