+35.1%
CLS vs EIX
+15.0%
+20.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.5% | +1.1% | +5.6% |
| 7D | +12.8% | +0.9% | +11.9% | +12.6% |
| 30D | +3.8% | -13.5% | +17.4% | +3.7% |
| 3M | -14.6% | -15.3% | +0.6% | -14.0% |
| 6M | +32.2% | -15.3% | +47.6% | +32.2% |
| YTD | +11.6% | +2.7% | +8.9% | +20.4% |
| 1Y | +35.1% | +17.4% | +17.6% | +48.5% |
| All | +35.1% | +15.0% | +20.1% | +48.5% |
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