+2,336.0%
CLX vs EIX
+1,083.9%
+1,252.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -9.2% | -19.1% | +9.9% | -6.5% |
| 30D | -11.0% | -16.9% | +5.9% | -8.9% |
| 3M | +5.0% | -20.0% | +25.0% | +8.2% |
| 6M | -18.8% | -21.3% | +2.5% | -16.2% |
| YTD | -4.4% | -1.7% | -2.7% | -4.9% |
| 1Y | -21.9% | +9.6% | -31.4% | -23.7% |
| 3Y | -32.8% | -3.7% | -29.1% | -33.6% |
| 5Y | -34.6% | +22.6% | -57.2% | -38.2% |
| 10Y | -4.7% | +17.7% | -22.4% | -12.5% |
| All | +2,336.0% | +1,083.9% | +1,252.1% | +1,117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling