+998.2%
C vs EIX
+1,158.5%
-160.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.4% |
| 7D | -2.4% | +1.0% | -3.4% | -2.7% |
| 30D | -6.0% | +9.1% | -15.1% | -8.8% |
| 3M | -10.5% | -10.2% | -0.3% | -9.0% |
| 6M | -5.7% | -11.2% | +5.5% | -4.2% |
| YTD | +4.1% | +4.5% | -0.4% | -0.7% |
| 1Y | +20.5% | +10.9% | +9.6% | +12.4% |
| 3Y | +208.1% | +8.4% | +199.7% | +183.4% |
| 5Y | +110.4% | +18.0% | +92.5% | +85.4% |
| 10Y | +234.6% | +30.3% | +204.3% | +174.9% |
| All | +998.2% | +1,158.5% | -160.3% | +267.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling