+150.2%
CMI vs EIX
-5.9%
+156.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | -12.8% | -18.8% | +6.0% | -10.4% |
| 3M | -12.4% | -19.7% | +7.2% | -10.2% |
| 6M | -0.9% | -18.2% | +17.4% | +1.0% |
| YTD | +8.9% | -1.7% | +10.6% | +5.8% |
| 1Y | +37.7% | +7.8% | +30.0% | +30.4% |
| All | +150.2% | -5.9% | +156.1% | +137.3% |
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