+5,435.1%
CL vs EIX
+1,190.5%
+4,244.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +5.9% | +2.5% | +3.4% | +5.4% |
| 30D | +13.8% | +14.1% | -0.3% | +10.8% |
| 3M | +6.4% | -9.4% | +15.8% | +7.4% |
| 6M | +15.6% | -9.1% | +24.7% | +16.5% |
| YTD | +27.9% | +7.1% | +20.7% | +24.5% |
| 1Y | +31.4% | +13.3% | +18.1% | +26.4% |
| 3Y | +41.4% | +10.9% | +30.5% | +34.9% |
| 5Y | +42.8% | +21.0% | +21.8% | +33.1% |
| 10Y | +79.7% | +33.6% | +46.1% | +59.2% |
| All | +5,435.1% | +1,190.5% | +4,244.5% | +2,437.0% |
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