+26.1%
COHR vs FLNC
-74.3%
+100.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -15.9% | +2.9% | -8.6% |
| 7D | -28.4% | -16.3% | -12.1% | -24.8% |
| 30D | -49.8% | -36.6% | -13.3% | -43.3% |
| 3M | -48.3% | -64.2% | +15.9% | -33.0% |
| 6M | -49.4% | -59.9% | +10.4% | -36.9% |
| YTD | -8.0% | -74.2% | +66.2% | +21.5% |
| 1Y | +26.1% | -75.4% | +101.5% | +69.3% |
| All | +26.1% | -74.3% | +100.4% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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