+574.4%
COHR vs JEPI
+93.8%
+480.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +2.7% |
| 7D | +8.3% | -1.0% | +9.3% | +10.6% |
| 30D | -14.1% | -1.4% | -12.7% | -11.7% |
| 3M | -16.0% | +3.5% | -19.6% | -22.7% |
| 6M | +21.5% | +1.9% | +19.5% | +15.7% |
| YTD | +65.4% | +4.4% | +61.0% | +49.8% |
| 1Y | +195.0% | +7.2% | +187.8% | +153.0% |
| 3Y | +830.2% | +29.8% | +800.4% | +474.6% |
| 5Y | +397.1% | +41.7% | +355.4% | +168.7% |
| All | +574.4% | +93.8% | +480.6% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling