+71.0%
CME vs EIX
+18.0%
+53.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | -0.1% |
| 7D | +0.9% | +1.0% | -0.1% | +0.8% |
| 30D | +13.2% | +9.1% | +4.1% | +12.0% |
| 3M | +16.3% | -10.2% | +26.5% | +17.0% |
| 6M | +7.1% | -11.2% | +18.4% | +7.8% |
| YTD | +15.8% | +4.5% | +11.3% | +13.3% |
| 1Y | +17.1% | +10.9% | +6.2% | +13.4% |
| 3Y | +63.2% | +8.4% | +54.7% | +55.4% |
| All | +71.0% | +18.0% | +53.0% | +58.6% |
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 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