+639.5%
CEG vs EIX
+10.4%
+629.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.0% | +4.6% |
| 7D | +8.0% | -19.1% | +27.1% | +14.7% |
| 30D | +12.9% | -16.9% | +29.8% | +18.3% |
| 3M | +13.2% | -20.0% | +33.2% | +19.8% |
| 6M | -7.0% | -21.3% | +14.3% | -1.1% |
| YTD | -15.0% | -1.7% | -13.3% | -18.5% |
| 1Y | -2.7% | +9.6% | -12.3% | -12.0% |
| 3Y | +184.1% | -3.7% | +187.7% | +161.2% |
| All | +639.5% | +10.4% | +629.0% | +546.7% |
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 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