+4,492.0%
COP vs EIX
+1,083.9%
+3,408.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +3.0% | -19.1% | +22.1% | +7.4% |
| 30D | +17.5% | -16.9% | +34.4% | +21.5% |
| 3M | +13.4% | -20.0% | +33.4% | +18.2% |
| 6M | +17.7% | -21.3% | +39.1% | +22.9% |
| YTD | +46.6% | -1.7% | +48.3% | +44.1% |
| 1Y | +44.6% | +9.6% | +35.0% | +38.0% |
| 3Y | +20.7% | -3.7% | +24.4% | +17.0% |
| 5Y | +185.0% | +22.6% | +162.4% | +157.7% |
| 10Y | +347.0% | +17.7% | +329.3% | +300.4% |
| All | +4,492.0% | +1,083.9% | +3,408.0% | +2,639.0% |
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