-41.2%
CAG vs EIX
+24.3%
-65.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.2% |
| 7D | -6.6% | +4.1% | -10.7% | -7.6% |
| 30D | +2.3% | -15.3% | +17.6% | +5.1% |
| 3M | +16.3% | -18.4% | +34.7% | +20.7% |
| 6M | -16.0% | -16.8% | +0.8% | -13.4% |
| YTD | -7.7% | -0.6% | -7.2% | -9.6% |
| 1Y | -16.0% | +10.7% | -26.7% | -20.2% |
| 3Y | -37.7% | -4.5% | -33.2% | -39.6% |
| 5Y | -41.2% | +24.0% | -65.3% | -47.7% |
| All | -41.2% | +24.3% | -65.5% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling