+213.3%
C vs EIX
+35.0%
+178.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.4% | +1.0% | -1.3% | -0.7% |
| 30D | -5.2% | +8.9% | -14.0% | -8.0% |
| 3M | -9.1% | -9.8% | +0.7% | -7.6% |
| 6M | -1.6% | -10.2% | +8.6% | -0.5% |
| YTD | +6.9% | +5.9% | +1.0% | +0.4% |
| 1Y | +23.0% | +10.9% | +12.1% | +13.1% |
| 3Y | +216.1% | +10.2% | +205.9% | +182.7% |
| 5Y | +112.2% | +17.0% | +95.2% | +81.3% |
| All | +213.3% | +35.0% | +178.3% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling