-7.6%
CMG vs EIX
-4.8%
-2.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.2% |
| 7D | -6.5% | +4.1% | -10.5% | -6.8% |
| 30D | +12.1% | -15.3% | +27.4% | +13.2% |
| 3M | +20.6% | -18.4% | +39.0% | +22.5% |
| 6M | +2.1% | -16.8% | +18.9% | +3.3% |
| YTD | -2.6% | -0.6% | -2.1% | -4.6% |
| 1Y | -8.7% | +10.7% | -19.3% | -12.2% |
| All | -7.6% | -4.8% | -2.8% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling