-31.9%
CEG vs EIX
+18.9%
-50.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.1% | -9.8% | -6.9% |
| 7D | -4.8% | +4.5% | -9.3% | -5.1% |
| 30D | -8.2% | +15.2% | -23.4% | -9.3% |
| 3M | -7.9% | -11.6% | +3.7% | -7.7% |
| 6M | -23.2% | -8.4% | -14.9% | -23.6% |
| YTD | -30.1% | +8.2% | -38.3% | -30.8% |
| 1Y | -31.9% | +16.6% | -48.5% | -30.9% |
| All | -31.9% | +18.9% | -50.8% | -30.9% |
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