+289.9%
CAH vs EIX
+21.5%
+268.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -5.1% | +0.8% | -5.9% | -5.3% |
| 30D | -1.8% | -18.8% | +17.0% | +1.9% |
| 3M | +9.4% | -19.7% | +29.0% | +13.4% |
| 6M | +9.2% | -18.2% | +27.5% | +12.6% |
| YTD | +15.7% | -1.7% | +17.4% | +13.3% |
| 1Y | +59.7% | +7.8% | +52.0% | +52.4% |
| 3Y | +178.5% | -5.6% | +184.1% | +169.1% |
| 5Y | +398.3% | +23.7% | +374.6% | +338.2% |
| All | +289.9% | +21.5% | +268.4% | +240.5% |
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 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