+2,104.6%
CLS vs EIX
+404.5%
+1,700.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.2% |
| 7D | -22.2% | +1.0% | -23.1% | -22.5% |
| 30D | -44.4% | +9.1% | -53.5% | -45.7% |
| 3M | -34.3% | -10.2% | -24.1% | -33.4% |
| 6M | -50.1% | -11.2% | -38.8% | -49.4% |
| YTD | -30.1% | +4.5% | -34.6% | -32.6% |
| 1Y | -39.3% | +10.9% | -50.2% | -42.6% |
| 3Y | +732.7% | +8.4% | +724.3% | +674.0% |
| 5Y | +1,777.2% | +18.0% | +1,759.2% | +1,591.1% |
| 10Y | +1,645.6% | +30.3% | +1,615.3% | +1,395.0% |
| All | +2,104.6% | +404.5% | +1,700.1% | +1,148.7% |
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 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