-47.8%
CLF vs EIX
+22.8%
-70.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +7.6% | -19.1% | +26.7% | +12.3% |
| 30D | -1.2% | -16.9% | +15.7% | +1.9% |
| 3M | -13.4% | -20.0% | +6.6% | -9.9% |
| 6M | +15.4% | -21.3% | +36.7% | +20.5% |
| YTD | -5.9% | -1.7% | -4.2% | -9.5% |
| 1Y | +18.8% | +9.6% | +9.3% | +9.3% |
| 3Y | -19.4% | -3.7% | -15.7% | -26.0% |
| All | -47.8% | +22.8% | -70.6% | -58.4% |
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 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