+45.6%
C vs EIX
+15.0%
+30.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -0.9% |
| 7D | +3.2% | +0.9% | +2.3% | +3.1% |
| 30D | +1.3% | -13.5% | +14.8% | +1.7% |
| 3M | +3.1% | -15.3% | +18.4% | +3.4% |
| 6M | +29.6% | -15.3% | +45.0% | +29.7% |
| YTD | +19.0% | +2.7% | +16.2% | +13.9% |
| 1Y | +45.6% | +17.4% | +28.2% | +33.2% |
| All | +45.6% | +15.0% | +30.7% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling