-3.6%
COR vs EIX
+11.3%
-14.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +2.4% | +1.0% | +1.4% | +2.4% |
| 30D | +7.7% | +8.9% | -1.2% | +7.2% |
| 3M | +7.5% | -9.8% | +17.3% | +7.3% |
| 6M | +34.1% | -10.2% | +44.3% | +33.8% |
| YTD | +3.9% | +5.9% | -2.1% | +4.2% |
| 1Y | -3.6% | +10.9% | -14.5% | -4.8% |
| All | -3.6% | +11.3% | -14.9% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling