+220.1%
C vs EIX
+30.9%
+189.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.0% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | -5.4% | +8.8% | -14.2% | -8.2% |
| 3M | -9.2% | -10.9% | +1.8% | -7.3% |
| 6M | -1.8% | -10.3% | +8.5% | -0.7% |
| YTD | +6.7% | +5.8% | +0.8% | +0.2% |
| 1Y | +23.5% | +11.4% | +12.1% | +13.4% |
| 3Y | +219.8% | +11.1% | +208.7% | +185.0% |
| 5Y | +112.4% | +18.5% | +93.9% | +80.5% |
| 10Y | +220.1% | +32.2% | +187.9% | +165.3% |
| All | +220.1% | +30.9% | +189.1% | +165.3% |
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