+4,850.5%
CL vs EIX
+1,083.9%
+3,766.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -2.2% | -19.1% | +16.9% | +1.2% |
| 30D | -4.8% | -16.9% | +12.1% | -2.2% |
| 3M | +4.9% | -20.0% | +24.9% | +8.6% |
| 6M | -5.7% | -21.3% | +15.6% | -2.2% |
| YTD | +14.4% | -1.7% | +16.1% | +13.3% |
| 1Y | +8.7% | +9.6% | -0.8% | +5.3% |
| 3Y | +30.0% | -3.7% | +33.7% | +27.6% |
| 5Y | +28.4% | +22.6% | +5.7% | +19.4% |
| 10Y | +50.1% | +17.7% | +32.4% | +36.4% |
| All | +4,850.5% | +1,083.9% | +3,766.5% | +2,209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling