+3,231.7%
CLS vs EIX
+374.6%
+2,857.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +4.6% | -19.1% | +23.7% | +9.4% |
| 30D | -13.9% | -16.9% | +3.0% | -10.6% |
| 3M | -26.6% | -20.0% | -6.6% | -23.3% |
| 6M | +15.4% | -21.3% | +36.7% | +21.0% |
| YTD | +5.7% | -1.7% | +7.4% | +3.8% |
| 1Y | +41.1% | +9.6% | +31.6% | +33.9% |
| 3Y | +1,228.6% | -3.7% | +1,232.3% | +1,177.5% |
| 5Y | +3,240.6% | +22.6% | +3,218.0% | +2,881.0% |
| 10Y | +2,760.3% | +17.7% | +2,742.7% | +2,419.1% |
| All | +3,231.7% | +374.6% | +2,857.1% | +1,822.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling