+191.7%
COP vs EIX
+28.1%
+163.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | -0.4% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | +15.6% | -13.5% | +29.1% | +17.8% |
| 3M | +14.3% | -15.3% | +29.6% | +16.9% |
| 6M | +17.0% | -15.3% | +32.3% | +19.2% |
| YTD | +47.4% | +2.7% | +44.7% | +41.2% |
| 1Y | +52.4% | +17.4% | +35.0% | +39.9% |
| 3Y | +20.8% | -1.3% | +22.2% | +13.3% |
| 5Y | +191.7% | +27.2% | +164.5% | +144.9% |
| All | +191.7% | +28.1% | +163.6% | +144.9% |
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