+732.7%
CLS vs EIX
+8.4%
+724.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.7% |
| 7D | -22.2% | +1.0% | -23.1% | -22.2% |
| 30D | -44.4% | +9.1% | -53.5% | -44.7% |
| 3M | -34.3% | -10.2% | -24.1% | -34.0% |
| 6M | -50.1% | -11.2% | -38.8% | -49.9% |
| YTD | -30.1% | +4.5% | -34.6% | -30.8% |
| 1Y | -39.3% | +10.9% | -50.2% | -40.4% |
| 3Y | +732.7% | +8.4% | +724.3% | +641.9% |
| All | +732.7% | +8.4% | +724.3% | +641.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling