+830.2%
COHR vs FLR
+54.2%
+776.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.3% |
| 7D | +8.3% | -3.5% | +11.8% | +11.0% |
| 30D | -14.1% | +4.2% | -18.3% | -16.7% |
| 3M | -16.0% | +8.1% | -24.1% | -19.0% |
| 6M | +21.5% | +21.5% | -0.1% | +7.8% |
| YTD | +65.4% | +36.8% | +28.7% | +36.6% |
| 1Y | +195.0% | +31.2% | +163.8% | +145.4% |
| 3Y | +830.2% | +53.9% | +776.3% | +551.6% |
| All | +830.2% | +54.2% | +776.0% | +551.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling