+323.8%
CFG vs EIX
+17.3%
+306.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +1.5% | -19.1% | +20.6% | +8.6% |
| 30D | -3.8% | -16.9% | +13.1% | +1.4% |
| 3M | +11.5% | -20.0% | +31.5% | +19.1% |
| 6M | +19.2% | -21.3% | +40.5% | +28.0% |
| YTD | +23.7% | -1.7% | +25.4% | +19.5% |
| 1Y | +38.8% | +9.6% | +29.3% | +27.2% |
| 3Y | +178.9% | -3.7% | +182.6% | +164.0% |
| 5Y | +101.8% | +22.6% | +79.2% | +66.6% |
| All | +323.8% | +17.3% | +306.5% | +257.6% |
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