-41.4%
CLF vs EIX
+17.2%
-58.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +16.0% | -1.5% | +17.4% | +16.4% |
| 30D | +1.6% | +8.1% | -6.5% | -0.4% |
| 3M | +6.7% | -12.1% | +18.8% | +8.6% |
| 6M | +21.1% | -13.4% | +34.6% | +23.3% |
| YTD | -1.6% | +5.6% | -7.2% | -7.3% |
| 1Y | +18.5% | +7.8% | +10.7% | +10.6% |
| 3Y | -21.0% | +9.8% | -30.9% | -31.2% |
| 5Y | -41.4% | +18.8% | -60.2% | -55.9% |
| All | -41.4% | +17.2% | -58.6% | -55.9% |
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