+5,862.8%
COF vs EIX
+1,148.7%
+4,714.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +1.8% | -19.1% | +20.9% | +7.5% |
| 30D | -0.6% | -16.9% | +16.3% | +3.8% |
| 3M | +20.3% | -20.0% | +40.3% | +26.8% |
| 6M | +13.0% | -21.3% | +34.3% | +19.5% |
| YTD | -8.3% | -1.7% | -6.6% | -10.6% |
| 1Y | -1.5% | +9.6% | -11.0% | -7.7% |
| 3Y | +122.3% | -3.7% | +125.9% | +112.9% |
| 5Y | +52.5% | +22.6% | +29.9% | +33.3% |
| 10Y | +264.9% | +17.7% | +247.2% | +214.7% |
| All | +5,862.8% | +1,148.7% | +4,714.1% | +2,669.3% |
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