+237.6%
CFG vs EIX
+29.5%
+208.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.1% |
| 7D | -0.9% | +1.0% | -1.9% | -1.3% |
| 30D | +1.1% | +9.1% | -8.0% | -2.4% |
| 3M | -12.0% | -10.2% | -1.8% | -10.3% |
| 6M | -2.2% | -11.2% | +9.0% | -0.3% |
| YTD | +11.4% | +4.5% | +6.9% | +4.7% |
| 1Y | +27.8% | +10.9% | +17.0% | +16.7% |
| 3Y | +173.3% | +8.4% | +164.9% | +144.8% |
| 5Y | +62.4% | +18.0% | +44.5% | +37.2% |
| All | +237.6% | +29.5% | +208.1% | +190.7% |
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 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