+518.2%
CEG vs EIX
+17.4%
+500.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +5.1% |
| 7D | -4.7% | +1.0% | -5.7% | -5.2% |
| 30D | -16.6% | +9.1% | -25.7% | -19.2% |
| 3M | -4.1% | -10.2% | +6.1% | -2.7% |
| 6M | -22.3% | -11.2% | -11.1% | -21.3% |
| YTD | -28.9% | +4.5% | -33.4% | -33.5% |
| 1Y | -28.5% | +10.9% | -39.3% | -35.1% |
| 3Y | +104.3% | +8.4% | +95.9% | +76.3% |
| All | +518.2% | +17.4% | +500.8% | +427.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling