+24.0%
EIX vs COPX
+193.3%
-169.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.3% |
| 7D | +4.1% | +6.0% | -1.9% | +3.2% |
| 30D | -15.3% | +6.4% | -21.8% | -16.2% |
| 3M | -18.4% | +19.3% | -37.7% | -21.0% |
| 6M | -16.8% | +16.2% | -33.1% | -19.7% |
| YTD | -0.6% | +33.2% | -33.7% | -7.1% |
| 1Y | +10.7% | +90.2% | -79.6% | -4.1% |
| 3Y | -4.5% | +175.7% | -180.1% | -25.5% |
| 5Y | +24.0% | +193.1% | -169.1% | -5.2% |
| All | +24.0% | +193.3% | -169.2% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling