+84.9%
CL vs EIX
+33.0%
+51.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.6% | +1.0% | +1.6% | +2.4% |
| 30D | +11.8% | +8.9% | +2.9% | +9.5% |
| 3M | +5.9% | -9.8% | +15.7% | +7.2% |
| 6M | +13.3% | -10.2% | +23.5% | +14.7% |
| YTD | +27.1% | +5.9% | +21.2% | +22.8% |
| 1Y | +28.0% | +10.9% | +17.1% | +22.2% |
| 3Y | +39.4% | +10.2% | +29.2% | +30.9% |
| 5Y | +40.8% | +17.0% | +23.7% | +28.6% |
| 10Y | +84.9% | +35.1% | +49.8% | +48.6% |
| All | +84.9% | +33.0% | +51.9% | +48.6% |
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