+195.0%
COHR vs JPM
+20.5%
+174.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.6% |
| 7D | +8.3% | -0.7% | +9.0% | +8.8% |
| 30D | -14.1% | -2.5% | -11.7% | -12.7% |
| 3M | -16.0% | +14.1% | -30.2% | -24.0% |
| 6M | +21.5% | +25.1% | -3.6% | +2.1% |
| YTD | +65.4% | +12.1% | +53.3% | +48.4% |
| 1Y | +195.0% | +18.8% | +176.2% | +152.8% |
| All | +195.0% | +20.5% | +174.5% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling