-4.1%
CMG vs EIX
+18.4%
-22.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +2.5% | +1.4% | +1.1% | +2.2% |
| 30D | +15.6% | +8.5% | +7.0% | +14.2% |
| 3M | +8.2% | -13.5% | +21.6% | +10.0% |
| 6M | +9.9% | -12.4% | +22.2% | +11.2% |
| YTD | -4.6% | +5.9% | -10.6% | -7.9% |
| 1Y | +12.4% | +7.6% | +4.8% | +8.2% |
| 3Y | -18.0% | +12.8% | -30.7% | -24.5% |
| All | -4.1% | +18.4% | -22.5% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling