+104.8%
COST vs EIX
+24.2%
+80.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.2% |
| 7D | -2.8% | +4.1% | -6.9% | -3.6% |
| 30D | -5.3% | -15.3% | +10.1% | -3.2% |
| 3M | -6.7% | -18.4% | +11.8% | -4.0% |
| 6M | -9.9% | -16.8% | +6.9% | -7.9% |
| YTD | +5.1% | -0.6% | +5.7% | +2.9% |
| 1Y | -7.3% | +10.7% | -17.9% | -11.9% |
| 3Y | +70.4% | -4.5% | +74.9% | +63.5% |
| All | +104.8% | +24.2% | +80.6% | +81.8% |
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 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