+15,232.8%
CAH vs EIX
+1,083.9%
+14,148.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +5.4% | -19.1% | +24.5% | +9.1% |
| 30D | +3.3% | -16.9% | +20.2% | +6.2% |
| 3M | +22.8% | -20.0% | +42.8% | +27.0% |
| 6M | +11.3% | -21.3% | +32.6% | +15.3% |
| YTD | +21.1% | -1.7% | +22.8% | +19.6% |
| 1Y | +67.2% | +9.6% | +57.7% | +61.3% |
| 3Y | +195.6% | -3.7% | +199.3% | +188.1% |
| 5Y | +413.8% | +22.6% | +391.2% | +372.6% |
| 10Y | +309.6% | +17.7% | +291.9% | +269.3% |
| All | +15,232.8% | +1,083.9% | +14,148.8% | +8,053.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling