+1,298.9%
COHR vs JD
+20.6%
+1,278.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +8.3% | -4.2% | +12.6% | +9.8% |
| 30D | -14.1% | -14.4% | +0.3% | -9.7% |
| 3M | -16.0% | -3.6% | -12.4% | -15.7% |
| 6M | +21.5% | -0.3% | +21.8% | +20.7% |
| YTD | +65.4% | -2.4% | +67.8% | +65.1% |
| 1Y | +195.0% | -18.5% | +213.5% | +212.5% |
| 3Y | +830.2% | -7.0% | +837.2% | +786.1% |
| 5Y | +397.1% | -61.7% | +458.8% | +485.7% |
| All | +1,298.9% | +20.6% | +1,278.2% | +892.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling