+124.5%
COST vs EIX
+18.4%
+106.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +5.0% | +1.4% | +3.6% | +4.7% |
| 30D | +12.8% | +8.5% | +4.3% | +11.1% |
| 3M | +15.2% | -13.5% | +28.6% | +17.4% |
| 6M | +7.4% | -12.4% | +19.8% | +8.8% |
| YTD | +29.0% | +5.9% | +23.1% | +24.6% |
| 1Y | +20.3% | +7.6% | +12.7% | +15.6% |
| 3Y | +99.0% | +12.8% | +86.2% | +80.4% |
| All | +124.5% | +18.4% | +106.1% | +94.0% |
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