+75.3%
CME vs EIX
+24.3%
+51.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.9% |
| 7D | -1.1% | +4.1% | -5.2% | -1.6% |
| 30D | +4.2% | -15.3% | +19.5% | +5.6% |
| 3M | +7.3% | -18.4% | +25.8% | +9.3% |
| 6M | -11.4% | -16.8% | +5.4% | -10.2% |
| YTD | +3.5% | -0.6% | +4.1% | +1.9% |
| 1Y | +8.6% | +10.7% | -2.1% | +5.0% |
| 3Y | +51.6% | -4.5% | +56.0% | +48.3% |
| 5Y | +75.3% | +24.0% | +51.2% | +63.2% |
| All | +75.3% | +24.3% | +51.0% | +63.2% |
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