+1,298.9%
COHR vs EIX
+19.9%
+1,279.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.6% |
| 7D | +8.3% | -1.4% | +9.7% | +8.8% |
| 30D | -14.1% | -19.3% | +5.2% | -9.8% |
| 3M | -16.0% | -21.7% | +5.7% | -11.6% |
| 6M | +21.5% | -19.8% | +41.3% | +26.7% |
| YTD | +65.4% | -3.0% | +68.5% | +60.9% |
| 1Y | +195.0% | +5.1% | +189.9% | +177.5% |
| 3Y | +830.2% | -7.0% | +837.1% | +789.3% |
| 5Y | +397.1% | +22.0% | +375.1% | +319.6% |
| All | +1,298.9% | +19.9% | +1,279.0% | +1,045.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling