+604.2%
COST vs EIX
+21.5%
+582.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | -4.4% | -18.8% | +14.4% | -1.4% |
| 3M | -8.1% | -19.7% | +11.6% | -5.1% |
| 6M | -9.2% | -18.2% | +9.0% | -6.8% |
| YTD | +5.1% | -1.7% | +6.8% | +3.7% |
| 1Y | -5.1% | +7.8% | -12.8% | -8.4% |
| 3Y | +70.4% | -5.6% | +76.0% | +66.2% |
| 5Y | +104.7% | +23.7% | +81.0% | +87.5% |
| All | +604.2% | +21.5% | +582.7% | +523.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling