+280.6%
CME vs EIX
+19.9%
+260.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | 0.0% |
| 7D | -0.6% | +4.1% | -4.7% | -1.7% |
| 30D | +4.7% | -15.3% | +20.0% | +7.6% |
| 3M | +7.8% | -18.4% | +26.3% | +11.7% |
| 6M | -11.0% | -16.8% | +5.9% | -8.5% |
| YTD | +4.0% | -0.6% | +4.6% | +1.6% |
| 1Y | +9.1% | +10.7% | -1.5% | +3.2% |
| 3Y | +52.3% | -4.5% | +56.8% | +46.6% |
| 5Y | +76.1% | +24.0% | +52.1% | +52.7% |
| 10Y | +280.6% | +22.9% | +257.7% | +215.8% |
| All | +280.6% | +19.9% | +260.7% | +215.8% |
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