+48.0%
COF vs EIX
+24.2%
+23.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | -0.7% |
| 7D | -2.7% | +4.1% | -6.7% | -3.7% |
| 30D | -3.4% | -15.3% | +12.0% | -0.7% |
| 3M | +15.4% | -18.4% | +33.8% | +19.5% |
| 6M | +14.4% | -16.8% | +31.3% | +17.4% |
| YTD | -12.0% | -0.6% | -11.4% | -15.7% |
| 1Y | -3.7% | +10.7% | -14.4% | -11.5% |
| 3Y | +121.1% | -4.5% | +125.5% | +106.8% |
| All | +48.0% | +24.2% | +23.9% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling