+2,277.8%
CLS vs EIX
+411.0%
+1,866.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.3% | +6.6% | +7.5% |
| 7D | -10.6% | +0.7% | -11.3% | -10.8% |
| 30D | -38.4% | +8.8% | -47.2% | -39.9% |
| 3M | -29.9% | -10.9% | -18.9% | -28.8% |
| 6M | -40.6% | -10.3% | -30.4% | -40.0% |
| YTD | -24.6% | +5.8% | -30.4% | -27.5% |
| 1Y | -30.8% | +11.4% | -42.2% | -34.5% |
| 3Y | +811.7% | +11.1% | +800.7% | +742.1% |
| 5Y | +1,838.4% | +18.5% | +1,820.0% | +1,644.7% |
| 10Y | +1,751.5% | +32.2% | +1,719.3% | +1,480.0% |
| All | +2,277.8% | +411.0% | +1,866.8% | +1,242.5% |
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 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