-18.4%
CAG vs EIX
+8.4%
-26.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.5% |
| 7D | -5.9% | +0.8% | -6.7% | -6.0% |
| 30D | -1.5% | -18.8% | +17.3% | +1.2% |
| 3M | +11.5% | -19.7% | +31.1% | +14.9% |
| 6M | -15.7% | -18.2% | +2.5% | -13.6% |
| YTD | -10.2% | -1.7% | -8.5% | -15.2% |
| All | -18.4% | +8.4% | -26.8% | -23.9% |
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