+327.1%
CFG vs EIX
+72.6%
+254.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +1.6% | -1.5% | +3.1% | +2.2% |
| 30D | +3.3% | +8.1% | -4.8% | +0.4% |
| 3M | -11.5% | -12.1% | +0.6% | -9.1% |
| 6M | +6.2% | -13.4% | +19.6% | +9.4% |
| YTD | +14.3% | +5.6% | +8.7% | +7.8% |
| 1Y | +26.7% | +7.8% | +18.9% | +18.4% |
| 3Y | +187.8% | +9.8% | +177.9% | +160.3% |
| 5Y | +61.3% | +18.8% | +42.5% | +39.2% |
| 10Y | +217.2% | +34.4% | +182.8% | +158.2% |
| All | +327.1% | +72.6% | +254.5% | +217.9% |
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