-23.8%
CLX vs EIX
+15.0%
-38.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -2.4% |
| 7D | -3.5% | +0.9% | -4.4% | -3.7% |
| 30D | -11.9% | -13.5% | +1.7% | -9.7% |
| 3M | -2.6% | -15.3% | +12.6% | -0.1% |
| 6M | -18.2% | -15.3% | -2.8% | -16.0% |
| YTD | -5.9% | +2.7% | -8.6% | -9.5% |
| 1Y | -23.8% | +17.4% | -41.3% | -28.4% |
| All | -23.8% | +15.0% | -38.8% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling