-14.9%
CLX vs EIX
+9.8%
-24.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.7% | +0.8% |
| 7D | +13.6% | +1.0% | +12.6% | +13.4% |
| 30D | +23.4% | +9.1% | +14.2% | +21.3% |
| 3M | -2.8% | -10.2% | +7.4% | -1.4% |
| 6M | +14.0% | -11.2% | +25.2% | +15.7% |
| YTD | +4.2% | +4.5% | -0.3% | +2.2% |
| 1Y | -1.2% | +10.9% | -12.0% | -4.2% |
| All | -14.9% | +9.8% | -24.7% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling