+7,418.1%
CME vs EIX
+1,174.8%
+6,243.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | +0.5% |
| 7D | +0.9% | +1.0% | -0.1% | +0.5% |
| 30D | +13.2% | +9.1% | +4.1% | +9.6% |
| 3M | +16.3% | -10.2% | +26.5% | +18.3% |
| 6M | +7.1% | -11.2% | +18.4% | +9.0% |
| YTD | +15.8% | +4.5% | +11.3% | +9.9% |
| 1Y | +17.1% | +10.9% | +6.2% | +8.4% |
| 3Y | +63.2% | +8.4% | +54.7% | +46.4% |
| 5Y | +70.2% | +18.0% | +52.3% | +43.8% |
| 10Y | +337.0% | +30.3% | +306.7% | +225.6% |
| All | +7,418.1% | +1,174.8% | +6,243.3% | +2,493.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling