+115.2%
CMS vs EIX
+17.2%
+98.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +0.4% | -19.1% | +19.5% | +7.1% |
| 30D | -3.6% | -16.9% | +13.3% | +1.5% |
| 3M | -1.9% | -20.0% | +18.1% | +4.7% |
| 6M | -11.0% | -21.3% | +10.3% | -4.4% |
| YTD | +0.2% | -1.7% | +1.9% | -2.4% |
| 1Y | -1.3% | +9.6% | -10.9% | -8.5% |
| 3Y | +35.9% | -3.7% | +39.6% | +29.9% |
| 5Y | +23.1% | +22.6% | +0.5% | +5.5% |
| All | +115.2% | +17.2% | +98.0% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling