+1,131.2%
EIX vs COO
+5,356.1%
-4,224.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.4% |
| 7D | +1.0% | +4.7% | -3.7% | +0.7% |
| 30D | +9.1% | +13.9% | -4.8% | +8.3% |
| 3M | -10.2% | -14.9% | +4.7% | -9.5% |
| 6M | -11.2% | +2.0% | -13.3% | -11.5% |
| YTD | +4.5% | -23.9% | +28.4% | +6.0% |
| 1Y | +10.9% | -9.6% | +20.5% | +11.3% |
| 3Y | +8.4% | -25.4% | +33.8% | +9.7% |
| 5Y | +18.0% | -41.2% | +59.1% | +20.5% |
| 10Y | +30.3% | +42.1% | -11.8% | +28.1% |
| All | +1,131.2% | +5,356.1% | -4,224.9% | +1,057.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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