+186.1%
COR vs EIX
+22.8%
+163.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | +2.8% | -19.1% | +21.9% | +5.4% |
| 30D | +4.5% | -16.9% | +21.4% | +6.6% |
| 3M | +22.7% | -20.0% | +42.7% | +25.8% |
| 6M | -9.7% | -21.3% | +11.6% | -7.3% |
| YTD | -1.4% | -1.7% | +0.3% | -2.8% |
| 1Y | +13.9% | +9.6% | +4.4% | +9.9% |
| 3Y | +94.0% | -3.7% | +97.6% | +87.8% |
| All | +186.1% | +22.8% | +163.4% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling