+123.5%
CMS vs EIX
+29.5%
+94.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.4% |
| 7D | -0.5% | +1.0% | -1.5% | -0.9% |
| 30D | +7.2% | +9.1% | -1.9% | +3.6% |
| 3M | -1.3% | -10.2% | +9.0% | +0.7% |
| 6M | -4.3% | -11.2% | +6.9% | -2.2% |
| YTD | +2.1% | +4.5% | -2.4% | -3.0% |
| 1Y | -0.6% | +10.9% | -11.5% | -8.0% |
| 3Y | +38.0% | +8.4% | +29.6% | +25.4% |
| 5Y | +33.6% | +18.0% | +15.6% | +16.7% |
| All | +123.5% | +29.5% | +94.1% | +68.5% |
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