+15,688.1%
CMI vs EIX
+1,175.7%
+14,512.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +0.5% | +1.4% | -0.9% | +0.1% |
| 30D | -14.0% | +8.5% | -22.6% | -16.2% |
| 3M | -28.1% | -13.5% | -14.7% | -26.3% |
| 6M | -35.8% | -12.4% | -23.5% | -34.8% |
| YTD | -10.5% | +5.9% | -16.4% | -14.5% |
| 1Y | -1.9% | +7.6% | -9.5% | -6.8% |
| 3Y | +121.0% | +12.8% | +108.2% | +102.5% |
| 5Y | +114.6% | +19.2% | +95.3% | +91.1% |
| 10Y | +325.5% | +34.9% | +290.6% | +246.8% |
| All | +15,688.1% | +1,175.7% | +14,512.4% | +6,149.3% |
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 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