+29.3%
CLX vs EIX
+33.0%
-3.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +13.6% | +1.0% | +12.7% | +13.5% |
| 30D | +29.1% | +8.9% | +20.2% | +27.2% |
| 3M | +1.6% | -9.8% | +11.4% | +2.8% |
| 6M | +18.7% | -10.2% | +28.9% | +20.0% |
| YTD | +11.1% | +5.9% | +5.2% | +9.1% |
| 1Y | +7.0% | +10.9% | -3.9% | +4.2% |
| 3Y | -10.0% | +10.2% | -20.2% | -13.1% |
| 5Y | -22.6% | +17.0% | -39.7% | -26.6% |
| 10Y | +29.3% | +35.1% | -5.7% | +10.1% |
| All | +29.3% | +33.0% | -3.6% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling