+830.2%
COHR vs JCI
+165.4%
+664.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +1.9% | +1.5% |
| 7D | +8.3% | +0.7% | +7.6% | +7.5% |
| 30D | -14.1% | -4.4% | -9.7% | -8.8% |
| 3M | -16.0% | +1.7% | -17.7% | -15.5% |
| 6M | +21.5% | +8.8% | +12.7% | +14.5% |
| YTD | +65.4% | +22.6% | +42.8% | +37.4% |
| 1Y | +195.0% | +36.2% | +158.8% | +120.4% |
| 3Y | +830.2% | +168.0% | +662.1% | +322.7% |
| All | +830.2% | +165.4% | +664.8% | +322.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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