+300.3%
CME vs EIX
+34.9%
+265.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.7% | -1.5% | +4.2% | +3.0% |
| 30D | +13.5% | +8.1% | +5.3% | +11.3% |
| 3M | +20.9% | -12.1% | +33.0% | +23.2% |
| 6M | +11.5% | -13.4% | +24.9% | +13.7% |
| YTD | +19.5% | +5.6% | +13.9% | +14.8% |
| 1Y | +17.2% | +7.8% | +9.4% | +11.9% |
| 3Y | +65.1% | +9.8% | +55.3% | +52.3% |
| 5Y | +73.1% | +18.8% | +54.3% | +52.9% |
| All | +300.3% | +34.9% | +265.4% | +223.6% |
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 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