+559.3%
COHR vs JAAA
+29.4%
+529.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +3.8% |
| 7D | +8.3% | +0.1% | +8.3% | +8.0% |
| 30D | -14.1% | +0.5% | -14.7% | -16.0% |
| 3M | -16.0% | +1.3% | -17.3% | -20.3% |
| 6M | +21.5% | +2.8% | +18.7% | +8.5% |
| YTD | +65.4% | +3.3% | +62.2% | +45.4% |
| 1Y | +195.0% | +4.9% | +190.1% | +144.6% |
| 3Y | +830.2% | +19.0% | +811.2% | +523.1% |
| 5Y | +397.1% | +26.9% | +370.2% | +202.0% |
| All | +559.3% | +29.4% | +529.9% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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