+322.0%
CMG vs EIX
+19.9%
+302.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | +10.9% | -19.3% | +30.2% | +14.0% |
| 3M | +15.8% | -21.7% | +37.5% | +19.6% |
| 6M | +6.9% | -19.8% | +26.8% | +9.8% |
| YTD | -2.2% | -3.0% | +0.9% | -3.4% |
| 1Y | -7.1% | +5.1% | -12.2% | -9.8% |
| 3Y | -7.1% | -7.0% | -0.2% | -9.2% |
| 5Y | -4.8% | +22.0% | -26.8% | -12.2% |
| All | +322.0% | +19.9% | +302.1% | +283.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling