+220.1%
EIX vs COPX
+198.0%
+22.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.1% | +0.4% | +3.7% |
| 7D | +0.9% | +5.8% | -4.9% | -0.1% |
| 30D | -13.5% | +7.2% | -20.8% | -14.7% |
| 3M | -15.3% | +16.5% | -31.8% | -18.1% |
| 6M | -15.3% | +18.4% | -33.8% | -19.1% |
| YTD | +2.7% | +31.9% | -29.2% | -4.5% |
| 1Y | +17.4% | +88.5% | -71.0% | +1.1% |
| 3Y | -1.3% | +173.1% | -174.4% | -22.7% |
| 5Y | +27.2% | +193.1% | -165.9% | -3.8% |
| 10Y | +22.7% | +591.7% | -568.9% | -27.2% |
| All | +220.1% | +198.0% | +22.2% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling