+140.4%
CI vs EIX
+23.2%
+117.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -3.2% |
| 7D | -2.0% | +0.9% | -2.9% | -2.4% |
| 30D | -1.8% | -13.5% | +11.7% | +1.1% |
| 3M | -4.2% | -15.3% | +11.0% | -0.9% |
| 6M | +2.7% | -15.3% | +18.0% | +6.2% |
| YTD | +1.9% | +2.7% | -0.8% | -1.7% |
| 1Y | -6.3% | +17.4% | -23.7% | -13.9% |
| 3Y | +3.9% | -1.3% | +5.2% | -1.4% |
| 5Y | +41.9% | +27.2% | +14.7% | +20.3% |
| 10Y | +140.4% | +22.7% | +117.6% | +97.5% |
| All | +140.4% | +23.2% | +117.2% | +97.5% |
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