+41.4%
CL vs EIX
+17.1%
+24.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.8% | -2.5% | +1.8% | -0.2% |
| 30D | +9.5% | +7.7% | +1.8% | +7.8% |
| 3M | +6.8% | -12.9% | +19.6% | +8.9% |
| 6M | +14.3% | -12.7% | +27.0% | +16.3% |
| YTD | +27.0% | +5.5% | +21.5% | +22.8% |
| 1Y | +26.3% | +9.4% | +16.9% | +20.9% |
| 3Y | +39.3% | +9.7% | +29.6% | +30.6% |
| All | +41.4% | +17.1% | +24.4% | +23.8% |
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