+21.5%
COHR vs JEPQ
+10.3%
+11.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +1.3% |
| 7D | +8.3% | -0.2% | +8.5% | +9.0% |
| 30D | -14.1% | +0.8% | -14.9% | -16.1% |
| 3M | -16.0% | +4.0% | -20.0% | -22.8% |
| 6M | +21.5% | +10.4% | +11.1% | -1.8% |
| All | +21.5% | +10.3% | +11.2% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 6mo: compounded portfolio wealth divided by compounded JEPQ 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…
6mo analysis · Full analysis span regression · 6 months rolling