+150.9%
CI vs EIX
+34.4%
+116.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.3% | -2.5% | +1.2% | -0.5% |
| 30D | +6.4% | +7.7% | -1.3% | +4.0% |
| 3M | +10.7% | -12.9% | +23.5% | +13.7% |
| 6M | +5.5% | -12.7% | +18.2% | +8.1% |
| YTD | +11.4% | +5.5% | +5.9% | +6.4% |
| 1Y | +15.0% | +9.4% | +5.7% | +8.4% |
| 3Y | +9.0% | +9.7% | -0.7% | -0.6% |
| 5Y | +52.0% | +16.9% | +35.0% | +33.1% |
| 10Y | +150.9% | +34.3% | +116.6% | +101.0% |
| All | +150.9% | +34.4% | +116.5% | +101.0% |
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