+1,914.6%
CLS vs EIX
+35.3%
+1,879.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +16.3% | +1.4% | +14.9% | +15.8% |
| 30D | -25.7% | +8.5% | -34.2% | -27.7% |
| 3M | -30.9% | -13.5% | -17.4% | -28.9% |
| 6M | -35.5% | -12.4% | -23.1% | -34.3% |
| YTD | -18.7% | +5.9% | -24.6% | -23.0% |
| 1Y | -17.9% | +7.6% | -25.5% | -22.8% |
| 3Y | +838.1% | +12.8% | +825.3% | +725.8% |
| 5Y | +1,971.9% | +19.2% | +1,952.7% | +1,650.1% |
| All | +1,914.6% | +35.3% | +1,879.3% | +1,437.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling