+142.2%
CI vs EIX
+30.9%
+111.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +4.7% | +8.8% | -4.1% | +2.0% |
| 3M | +5.2% | -10.9% | +16.1% | +7.3% |
| 6M | +3.8% | -10.3% | +14.1% | +5.4% |
| YTD | +9.2% | +5.8% | +3.4% | +4.2% |
| 1Y | +14.3% | +11.4% | +2.9% | +7.0% |
| 3Y | +8.4% | +11.1% | -2.6% | -1.5% |
| 5Y | +50.0% | +18.5% | +31.6% | +30.8% |
| 10Y | +142.2% | +32.2% | +110.0% | +93.2% |
| All | +142.2% | +30.9% | +111.2% | +93.2% |
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