+299.5%
CME vs EIX
+30.9%
+268.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | +8.5% | +8.8% | -0.2% | +6.3% |
| 3M | +16.0% | -10.9% | +27.0% | +17.8% |
| 6M | +9.3% | -10.3% | +19.6% | +10.4% |
| YTD | +15.3% | +5.8% | +9.5% | +10.8% |
| 1Y | +14.4% | +11.4% | +3.0% | +8.3% |
| 3Y | +59.9% | +11.1% | +48.9% | +47.1% |
| 5Y | +69.4% | +18.5% | +51.0% | +49.9% |
| 10Y | +299.5% | +32.2% | +267.3% | +230.2% |
| All | +299.5% | +30.9% | +268.5% | +230.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling