+60.7%
COP vs EIX
+18.9%
+41.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.1% | -8.3% | -5.2% |
| 7D | -8.1% | +4.5% | -12.6% | -8.2% |
| 30D | +6.7% | +15.2% | -8.6% | +6.3% |
| 3M | +16.9% | -11.6% | +28.5% | +17.3% |
| 6M | +11.2% | -8.4% | +19.5% | +10.3% |
| YTD | +49.5% | +8.2% | +41.3% | +29.2% |
| 1Y | +60.7% | +16.6% | +44.1% | +34.2% |
| All | +60.7% | +18.9% | +41.8% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling