+393.6%
COHR vs JEPI
+41.5%
+352.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +2.6% |
| 7D | +8.3% | -1.0% | +9.3% | +10.7% |
| 30D | -14.1% | -1.4% | -12.7% | -11.7% |
| 3M | -16.0% | +3.5% | -19.6% | -22.9% |
| 6M | +21.5% | +1.9% | +19.5% | +15.5% |
| YTD | +65.4% | +4.4% | +61.0% | +49.4% |
| 1Y | +195.0% | +7.2% | +187.8% | +151.8% |
| 3Y | +830.2% | +29.8% | +800.4% | +468.0% |
| All | +393.6% | +41.5% | +352.1% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 5y: compounded portfolio wealth divided by compounded JEPI 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…
5y analysis · Full analysis span regression · 6 months rolling