+18.0%
EIX vs COPX
+583.8%
-565.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.4% | -2.3% | +1.0% | -0.9% |
| 30D | -19.3% | +0.3% | -19.6% | -19.5% |
| 3M | -21.7% | +6.8% | -28.5% | -23.2% |
| 6M | -19.8% | +7.9% | -27.8% | -22.4% |
| YTD | -3.0% | +23.7% | -26.8% | -9.9% |
| 1Y | +5.1% | +71.5% | -66.4% | -10.3% |
| 3Y | -7.0% | +149.1% | -156.1% | -29.5% |
| 5Y | +22.0% | +167.3% | -145.3% | -11.8% |
| All | +18.0% | +583.8% | -565.8% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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