-46.0%
COHR vs FN
-49.7%
+3.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.3% | +1.3% | +1.1% |
| 7D | +13.1% | +0.3% | +12.9% | +13.4% |
| 30D | -17.2% | -16.5% | -0.6% | -1.4% |
| 3M | -33.3% | -42.1% | +8.8% | +12.1% |
| 6M | -46.0% | -52.9% | +6.9% | +11.3% |
| All | -46.0% | -49.7% | +3.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 6mo: compounded portfolio wealth divided by compounded FN 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…
6mo analysis · Full analysis span regression · 6 months rolling