-27.8%
CLX vs EIX
+17.6%
-45.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.1% |
| 3M | -2.8% | -10.2% | +7.4% | -1.4% |
| 6M | +14.0% | -11.2% | +25.2% | +15.8% |
| YTD | +4.2% | +4.5% | -0.3% | +1.8% |
| 1Y | -1.2% | +10.9% | -12.0% | -4.7% |
| 3Y | -12.7% | +8.4% | -21.1% | -17.1% |
| All | -27.8% | +17.6% | -45.3% | -35.2% |
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