+195.0%
COHR vs FIGR
-3.1%
+198.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.8% | +5.1% |
| 7D | +8.3% | -3.0% | +11.4% | +9.0% |
| 30D | -14.1% | +13.7% | -27.8% | -16.8% |
| 3M | -16.0% | +23.9% | -39.9% | -20.0% |
| 6M | +21.5% | -8.4% | +29.9% | +20.4% |
| YTD | +65.4% | -14.6% | +80.1% | +56.5% |
| 1Y | +195.0% | +12.1% | +182.9% | +169.9% |
| All | +195.0% | -3.1% | +198.2% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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