+17,451.9%
COR vs EIX
+962.3%
+16,489.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | +2.8% | -19.1% | +21.9% | +6.2% |
| 30D | +4.5% | -16.9% | +21.4% | +7.4% |
| 3M | +22.7% | -20.0% | +42.7% | +26.8% |
| 6M | -9.7% | -21.3% | +11.6% | -6.5% |
| YTD | -1.4% | -1.7% | +0.3% | -2.5% |
| 1Y | +13.9% | +9.6% | +4.4% | +10.1% |
| 3Y | +94.0% | -3.7% | +97.6% | +89.2% |
| 5Y | +184.0% | +22.6% | +161.4% | +162.0% |
| 10Y | +406.8% | +17.7% | +389.1% | +357.3% |
| All | +17,451.9% | +962.3% | +16,489.5% | +10,585.3% |
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