+2,261.7%
COHR vs JD
+41.7%
+2,220.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.3% |
| 7D | +13.0% | -3.0% | +16.0% | +14.0% |
| 30D | -6.7% | -19.3% | +12.7% | -0.6% |
| 3M | -14.7% | -6.0% | -8.7% | -13.7% |
| 6M | +20.3% | +1.8% | +18.5% | +18.9% |
| YTD | +64.4% | -2.6% | +67.0% | +64.3% |
| 1Y | +205.9% | -17.4% | +223.3% | +221.0% |
| 3Y | +814.1% | -8.6% | +822.7% | +782.6% |
| 5Y | +387.4% | -61.6% | +449.0% | +462.5% |
| 10Y | +1,308.9% | +16.9% | +1,292.1% | +994.3% |
| All | +2,261.7% | +41.7% | +2,220.0% | +1,627.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling