-27.4%
CLS vs EIX
+9.4%
-36.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.0% | +8.5% |
| 7D | +2.8% | -2.5% | +5.3% | +2.8% |
| 30D | -30.1% | +7.7% | -37.8% | -30.1% |
| 3M | -21.7% | -12.9% | -8.9% | -21.7% |
| 6M | -36.2% | -12.7% | -23.6% | -35.8% |
| YTD | -17.8% | +5.5% | -23.3% | -10.6% |
| All | -27.4% | +9.4% | -36.8% | -19.5% |
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