-6.3%
CI vs EIX
+15.0%
-21.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -2.3% |
| 7D | -2.0% | +0.9% | -2.9% | -2.1% |
| 30D | -1.8% | -13.5% | +11.7% | -1.1% |
| 3M | -4.2% | -15.3% | +11.0% | -2.9% |
| 6M | +2.7% | -15.3% | +18.0% | +4.0% |
| YTD | +1.9% | +2.7% | -0.8% | +1.0% |
| 1Y | -6.3% | +17.4% | -23.7% | -10.3% |
| All | -6.3% | +15.0% | -21.2% | -10.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling