+195.0%
COHR vs FIG
-54.6%
+249.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.8% | -0.6% | +4.8% |
| 7D | +8.3% | -3.8% | +12.2% | +7.8% |
| 30D | -14.1% | -2.3% | -11.8% | -13.8% |
| 3M | -16.0% | +20.0% | -36.0% | -13.7% |
| 6M | +21.5% | -16.7% | +38.1% | +30.0% |
| YTD | +65.4% | -37.9% | +103.4% | +100.4% |
| 1Y | +195.0% | -58.5% | +253.6% | +309.4% |
| All | +195.0% | -54.6% | +249.6% | +309.4% |
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