+6,781.2%
CME vs EIX
+1,099.3%
+5,681.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.6% | -19.1% | +17.5% | +4.6% |
| 30D | +6.2% | -16.9% | +23.1% | +11.5% |
| 3M | +10.4% | -20.0% | +30.4% | +17.2% |
| 6M | -9.5% | -21.3% | +11.8% | -3.8% |
| YTD | +6.0% | -1.7% | +7.7% | +3.1% |
| 1Y | +9.3% | +9.6% | -0.3% | +1.4% |
| 3Y | +57.7% | -3.7% | +61.3% | +48.2% |
| 5Y | +77.7% | +22.6% | +55.1% | +47.0% |
| 10Y | +281.2% | +17.7% | +263.6% | +196.5% |
| All | +6,781.2% | +1,099.3% | +5,681.9% | +2,332.4% |
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