+4,100.0%
CMG vs EIX
+155.3%
+3,944.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.9% |
| 7D | -2.8% | -19.1% | +16.3% | +1.8% |
| 30D | +7.1% | -16.9% | +24.0% | +11.0% |
| 3M | +31.2% | -20.0% | +51.2% | +37.3% |
| 6M | +0.7% | -21.3% | +22.0% | +5.6% |
| YTD | -0.1% | -1.7% | +1.6% | -2.4% |
| 1Y | -10.7% | +9.6% | -20.3% | -15.8% |
| 3Y | -4.7% | -3.7% | -1.0% | -8.8% |
| 5Y | -3.8% | +22.6% | -26.4% | -16.1% |
| 10Y | +352.5% | +17.7% | +334.8% | +269.9% |
| All | +4,100.0% | +155.3% | +3,944.7% | +2,278.7% |
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