+35.7%
COF vs EIX
+18.4%
+17.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -3.4% | +1.4% | -4.7% | -3.7% |
| 30D | +0.4% | +8.5% | -8.2% | -1.7% |
| 3M | -12.5% | -13.5% | +0.9% | -10.4% |
| 6M | +8.3% | -12.4% | +20.7% | +9.9% |
| YTD | -18.6% | +5.9% | -24.5% | -23.3% |
| 1Y | -8.6% | +7.6% | -16.2% | -14.6% |
| 3Y | +94.7% | +12.8% | +81.9% | +69.9% |
| All | +35.7% | +18.4% | +17.4% | +12.1% |
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 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