+73.4%
CL vs EIX
+29.5%
+43.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.5% |
| 7D | +1.3% | +1.0% | +0.3% | +1.1% |
| 30D | +11.4% | +9.1% | +2.2% | +9.0% |
| 3M | +4.4% | -10.2% | +14.7% | +5.8% |
| 6M | +10.8% | -11.2% | +22.0% | +12.4% |
| YTD | +25.1% | +4.5% | +20.6% | +21.3% |
| 1Y | +28.0% | +10.9% | +17.1% | +22.1% |
| 3Y | +37.6% | +8.4% | +29.2% | +29.7% |
| 5Y | +39.7% | +18.0% | +21.7% | +27.2% |
| All | +73.4% | +29.5% | +43.9% | +39.6% |
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 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