-35.7%
CLX vs EIX
+28.1%
-63.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -2.5% |
| 7D | -3.5% | +0.9% | -4.4% | -3.8% |
| 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% | -7.7% |
| 1Y | -23.8% | +17.4% | -41.3% | -27.6% |
| 3Y | -33.6% | -1.3% | -32.2% | -35.4% |
| 5Y | -35.7% | +27.2% | -62.9% | -42.7% |
| All | -35.7% | +28.1% | -63.8% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling