+9.8%
COR vs EIX
+15.0%
-5.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -2.2% |
| 7D | -1.9% | +0.9% | -2.8% | -2.0% |
| 30D | +1.5% | -13.5% | +15.1% | +1.9% |
| 3M | +18.7% | -15.3% | +33.9% | +19.2% |
| 6M | -9.0% | -15.3% | +6.3% | -8.6% |
| YTD | -3.3% | +2.7% | -6.0% | -4.9% |
| 1Y | +9.8% | +17.4% | -7.6% | +3.8% |
| All | +9.8% | +15.0% | -5.1% | +3.8% |
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