+298.3%
COP vs EIX
+30.9%
+267.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.8% |
| 7D | -8.4% | +0.7% | -9.1% | -8.7% |
| 30D | +0.3% | +8.8% | -8.5% | -2.8% |
| 3M | +15.1% | -10.9% | +26.0% | +17.0% |
| 6M | +19.8% | -10.3% | +30.1% | +20.8% |
| YTD | +46.8% | +5.8% | +41.0% | +37.6% |
| 1Y | +59.7% | +11.4% | +48.4% | +46.7% |
| 3Y | +28.7% | +11.1% | +17.6% | +13.6% |
| 5Y | +110.7% | +18.5% | +92.2% | +77.3% |
| 10Y | +298.3% | +32.2% | +266.1% | +208.5% |
| All | +298.3% | +30.9% | +267.3% | +208.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling