+5,396.4%
CL vs EIX
+1,170.2%
+4,226.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.8% | -2.5% | +1.8% | -0.3% |
| 30D | +9.5% | +7.7% | +1.8% | +8.0% |
| 3M | +6.8% | -12.9% | +19.6% | +8.7% |
| 6M | +14.3% | -12.7% | +27.0% | +16.1% |
| YTD | +27.0% | +5.5% | +21.5% | +24.0% |
| 1Y | +26.3% | +9.4% | +16.9% | +22.4% |
| 3Y | +39.3% | +9.7% | +29.6% | +33.2% |
| 5Y | +41.5% | +16.9% | +24.6% | +32.8% |
| 10Y | +84.1% | +34.3% | +49.8% | +63.0% |
| All | +5,396.4% | +1,170.2% | +4,226.2% | +2,427.4% |
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