+65,045.6%
COHR vs EIX
+1,067.9%
+63,977.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.4% |
| 7D | +8.3% | -1.4% | +9.7% | +8.6% |
| 30D | -14.1% | -19.3% | +5.2% | -11.4% |
| 3M | -16.0% | -21.7% | +5.7% | -13.2% |
| 6M | +21.5% | -19.8% | +41.3% | +25.0% |
| YTD | +65.4% | -3.0% | +68.5% | +63.6% |
| 1Y | +195.0% | +5.1% | +189.9% | +186.5% |
| 3Y | +830.2% | -7.0% | +837.1% | +815.1% |
| 5Y | +397.1% | +22.0% | +375.1% | +361.4% |
| 10Y | +1,317.7% | +19.8% | +1,297.9% | +1,197.3% |
| All | +65,045.6% | +1,067.9% | +63,977.7% | +49,262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling