-37.7%
CAG vs EIX
+19.9%
-57.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -5.7% | -1.4% | -4.3% | -5.4% |
| 30D | -2.4% | -19.3% | +16.9% | +1.4% |
| 3M | +9.8% | -21.7% | +31.5% | +14.8% |
| 6M | -10.8% | -19.8% | +9.0% | -7.4% |
| YTD | -10.8% | -3.0% | -7.8% | -11.6% |
| 1Y | -19.0% | +5.1% | -24.1% | -21.3% |
| 3Y | -39.7% | -7.0% | -32.7% | -40.6% |
| 5Y | -43.0% | +22.0% | -65.0% | -47.6% |
| All | -37.7% | +19.9% | -57.5% | -45.3% |
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