-9.5%
CME vs EIX
-21.7%
+12.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -1.6% | -19.1% | +17.5% | -1.4% |
| 30D | +6.2% | -16.9% | +23.1% | +6.2% |
| 3M | +10.4% | -20.0% | +30.4% | +10.8% |
| 6M | -9.5% | -21.3% | +11.8% | -9.9% |
| All | -9.5% | -21.7% | +12.2% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling