+20.5%
C vs EIX
+10.4%
+10.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.6% |
| 7D | -2.4% | +1.0% | -3.4% | -2.4% |
| 30D | -6.0% | +9.1% | -15.1% | -6.1% |
| 3M | -10.5% | -10.2% | -0.3% | -10.5% |
| 6M | -5.7% | -11.2% | +5.5% | -5.8% |
| YTD | +4.1% | +4.5% | -0.4% | +1.6% |
| 1Y | +20.5% | +10.9% | +9.6% | +16.3% |
| All | +20.5% | +10.4% | +10.0% | +16.3% |
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 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