+42.5%
CI vs EIX
+22.8%
+19.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +1.3% | -19.1% | +20.4% | +5.2% |
| 30D | +4.4% | -16.9% | +21.3% | +7.6% |
| 3M | +0.7% | -20.0% | +20.7% | +4.6% |
| 6M | +0.3% | -21.3% | +21.7% | +4.6% |
| YTD | +3.8% | -1.7% | +5.5% | +1.9% |
| 1Y | -5.5% | +9.6% | -15.1% | -10.1% |
| 3Y | +8.1% | -3.7% | +11.8% | +3.9% |
| All | +42.5% | +22.8% | +19.8% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling