+4,560.7%
COP vs EIX
+1,158.5%
+3,402.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.2% |
| 7D | -11.5% | +1.0% | -12.5% | -11.8% |
| 30D | +5.0% | +9.1% | -4.2% | +2.5% |
| 3M | +17.5% | -10.2% | +27.7% | +18.8% |
| 6M | +16.2% | -11.2% | +27.5% | +17.5% |
| YTD | +48.8% | +4.5% | +44.3% | +43.6% |
| 1Y | +64.1% | +10.9% | +53.2% | +55.9% |
| 3Y | +25.7% | +8.4% | +17.2% | +17.8% |
| 5Y | +114.4% | +18.0% | +96.4% | +95.3% |
| 10Y | +331.7% | +30.3% | +301.4% | +276.3% |
| All | +4,560.7% | +1,158.5% | +3,402.2% | +2,628.8% |
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