+60.4%
CFG vs EIX
+18.4%
+42.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +3.2% | +1.4% | +1.8% | +2.8% |
| 30D | +5.1% | +8.5% | -3.4% | +2.6% |
| 3M | -11.2% | -13.5% | +2.2% | -8.5% |
| 6M | +9.6% | -12.4% | +21.9% | +12.0% |
| YTD | +15.0% | +5.9% | +9.1% | +8.4% |
| 1Y | +29.9% | +7.6% | +22.3% | +21.5% |
| 3Y | +192.1% | +12.8% | +179.3% | +159.0% |
| All | +60.4% | +18.4% | +42.0% | +34.1% |
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