+830.2%
COHR vs EIX
-7.1%
+837.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.3% |
| 7D | +8.3% | -1.4% | +9.7% | +8.6% |
| 30D | -14.1% | -19.3% | +5.2% | -12.2% |
| 3M | -16.0% | -21.7% | +5.7% | -14.3% |
| 6M | +21.5% | -19.8% | +41.3% | +23.1% |
| YTD | +65.4% | -3.0% | +68.5% | +61.1% |
| 1Y | +195.0% | +5.1% | +189.9% | +180.8% |
| 3Y | +830.2% | -7.0% | +837.1% | +757.8% |
| All | +830.2% | -7.1% | +837.3% | +757.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling