+172.5%
COHR vs FIG
-74.0%
+246.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.3% |
| 7D | +10.9% | -12.2% | +23.1% | +9.5% |
| 30D | -10.8% | -11.0% | +0.2% | -11.3% |
| 3M | -17.4% | +11.9% | -29.2% | -15.9% |
| 6M | +12.5% | -21.9% | +34.4% | +16.7% |
| YTD | +58.8% | -40.8% | +99.6% | +71.2% |
| 1Y | +183.3% | -56.6% | +239.9% | +216.3% |
| All | +172.5% | -74.0% | +246.4% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling