+579.5%
CEG vs EIX
+18.5%
+561.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +11.8% | -2.5% | +14.3% | +12.8% |
| 30D | -6.5% | +7.7% | -14.2% | -9.1% |
| 3M | -1.2% | -12.9% | +11.7% | +1.7% |
| 6M | -8.0% | -12.7% | +4.6% | -6.0% |
| YTD | -21.9% | +5.5% | -27.3% | -27.1% |
| 1Y | -21.4% | +9.4% | -30.8% | -28.1% |
| 3Y | +130.0% | +9.7% | +120.3% | +97.6% |
| All | +579.5% | +18.5% | +561.0% | +478.4% |
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