-21.4%
CEG vs EIX
+9.6%
-31.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | +11.8% | -2.5% | +14.3% | +12.0% |
| 30D | -6.5% | +7.7% | -14.2% | -7.2% |
| 3M | -1.2% | -12.9% | +11.7% | -0.8% |
| 6M | -8.0% | -12.7% | +4.6% | -8.1% |
| YTD | -21.9% | +5.5% | -27.3% | -22.1% |
| 1Y | -21.4% | +9.4% | -30.8% | -20.4% |
| All | -21.4% | +9.6% | -31.0% | -20.4% |
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 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