+18,237.3%
COR vs EIX
+1,043.9%
+17,193.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.4% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | +6.8% | +8.8% | -2.0% | +5.1% |
| 3M | +8.1% | -10.9% | +19.0% | +9.5% |
| 6M | +33.0% | -10.3% | +43.3% | +34.3% |
| YTD | +3.0% | +5.8% | -2.9% | +0.3% |
| 1Y | -3.4% | +11.4% | -14.8% | -6.9% |
| 3Y | +80.1% | +11.1% | +69.1% | +70.8% |
| 5Y | +194.7% | +18.5% | +176.2% | +173.9% |
| 10Y | +512.3% | +32.2% | +480.0% | +440.7% |
| All | +18,237.3% | +1,043.9% | +17,193.4% | +10,895.2% |
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