+45,694.1%
COHR vs JBHT
+9,620.6%
+36,073.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.5% | -4.9% |
| 7D | +3.5% | +0.9% | +2.5% | +3.4% |
| 30D | -31.3% | -1.1% | -30.2% | -31.1% |
| 3M | -34.0% | -14.8% | -19.2% | -31.5% |
| 6M | -36.0% | -7.4% | -28.5% | -35.2% |
| YTD | +16.3% | +17.3% | -1.0% | +10.8% |
| 1Y | +28.8% | +35.3% | -6.6% | +18.4% |
| 3Y | +531.9% | +33.9% | +498.0% | +479.8% |
| 5Y | +235.4% | +22.5% | +212.9% | +215.6% |
| 10Y | +657.2% | +181.3% | +475.8% | +494.8% |
| All | +45,694.1% | +9,620.6% | +36,073.6% | +28,884.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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