+7,165.3%
COHR vs FLR
+579.2%
+6,586.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.8% |
| 7D | +8.3% | -3.5% | +11.8% | +9.6% |
| 30D | -14.1% | +4.2% | -18.3% | -15.3% |
| 3M | -16.0% | +8.1% | -24.1% | -17.1% |
| 6M | +21.5% | +21.5% | -0.1% | +15.6% |
| YTD | +65.4% | +36.8% | +28.7% | +52.0% |
| 1Y | +195.0% | +31.2% | +163.8% | +173.4% |
| 3Y | +830.2% | +53.9% | +776.3% | +721.7% |
| 5Y | +397.1% | +243.0% | +154.1% | +243.2% |
| 10Y | +1,317.7% | +18.8% | +1,298.9% | +997.3% |
| All | +7,165.3% | +579.2% | +6,586.1% | +3,430.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling