+7.0%
CAG vs EIX
-13.1%
+20.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -3.3% | +1.4% | -4.7% | -3.5% |
| 30D | +7.7% | +8.5% | -0.9% | +6.9% |
| 3M | -3.2% | -13.5% | +10.3% | -2.2% |
| 6M | +7.0% | -12.4% | +19.3% | +8.2% |
| All | +7.0% | -13.1% | +20.0% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling