+398.1%
COR vs EIX
+23.2%
+375.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -2.9% |
| 7D | -1.9% | +0.9% | -2.8% | -2.2% |
| 30D | +1.5% | -13.5% | +15.1% | +3.7% |
| 3M | +18.7% | -15.3% | +33.9% | +21.6% |
| 6M | -9.0% | -15.3% | +6.3% | -6.9% |
| YTD | -3.3% | +2.7% | -6.0% | -6.0% |
| 1Y | +9.8% | +17.4% | -7.6% | +3.1% |
| 3Y | +87.4% | -1.3% | +88.7% | +79.7% |
| 5Y | +180.5% | +27.2% | +153.3% | +146.6% |
| 10Y | +398.1% | +22.7% | +375.4% | +333.0% |
| All | +398.1% | +23.2% | +375.0% | +333.0% |
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 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