+194.8%
COHR vs FLR
+31.2%
+163.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.3% | +8.9% | +8.3% |
| 7D | +1.0% | +5.4% | -4.5% | -3.4% |
| 30D | -14.1% | +11.4% | -25.5% | -20.6% |
| 3M | -33.2% | +11.4% | -44.6% | -37.2% |
| 6M | +2.5% | +16.6% | -14.1% | -7.7% |
| YTD | +52.7% | +41.7% | +11.0% | +28.0% |
| 1Y | +194.8% | +35.4% | +159.3% | +135.2% |
| All | +194.8% | +31.2% | +163.6% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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