+24.9%
CLX vs EIX
+30.9%
-6.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.3% | +5.3% |
| 7D | +17.4% | +0.7% | +16.7% | +17.3% |
| 30D | +27.8% | +8.8% | +19.0% | +25.9% |
| 3M | +3.0% | -10.9% | +13.9% | +4.4% |
| 6M | +17.5% | -10.3% | +27.8% | +18.8% |
| YTD | +10.0% | +5.8% | +4.1% | +8.0% |
| 1Y | +3.3% | +11.4% | -8.1% | +0.5% |
| 3Y | -10.1% | +11.1% | -21.2% | -13.4% |
| 5Y | -23.7% | +18.5% | -42.2% | -27.8% |
| 10Y | +24.9% | +32.2% | -7.4% | +6.4% |
| All | +24.9% | +30.9% | -6.1% | +6.4% |
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