+19,506.8%
CMI vs EIX
+1,137.3%
+18,369.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -1.2% |
| 7D | +1.9% | +0.9% | +1.0% | +1.5% |
| 30D | -12.5% | -13.5% | +1.0% | -10.1% |
| 3M | -16.2% | -15.3% | -1.0% | -13.7% |
| 6M | +4.9% | -15.3% | +20.2% | +7.8% |
| YTD | +11.1% | +2.7% | +8.4% | +7.4% |
| 1Y | +43.4% | +17.4% | +25.9% | +32.4% |
| 3Y | +154.1% | -1.3% | +155.4% | +143.1% |
| 5Y | +169.5% | +27.2% | +142.3% | +135.5% |
| 10Y | +503.8% | +22.7% | +481.0% | +407.2% |
| All | +19,506.8% | +1,137.3% | +18,369.5% | +7,748.6% |
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