+830.2%
COHR vs FLNC
-62.9%
+893.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.6% |
| 7D | +8.3% | -4.1% | +12.4% | +9.4% |
| 30D | -14.1% | -24.8% | +10.6% | -8.0% |
| 3M | -16.0% | -59.1% | +43.1% | +3.7% |
| 6M | +21.5% | -42.0% | +63.4% | +32.0% |
| YTD | +65.4% | -49.8% | +115.2% | +80.3% |
| 1Y | +195.0% | +43.1% | +151.9% | +133.9% |
| 3Y | +830.2% | -61.0% | +891.1% | +751.4% |
| All | +830.2% | -62.9% | +893.0% | +751.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling