+18.8%
CLF vs EIX
+7.5%
+11.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.8% |
| 7D | +7.6% | -19.1% | +26.7% | +7.9% |
| 30D | -1.2% | -16.9% | +15.7% | -1.3% |
| 3M | -13.4% | -20.0% | +6.6% | -13.4% |
| 6M | +15.4% | -21.3% | +36.7% | +15.1% |
| YTD | -5.9% | -1.7% | -4.2% | -9.6% |
| 1Y | +18.8% | +9.6% | +9.3% | +11.8% |
| All | +18.8% | +7.5% | +11.3% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling