+136.0%
CMS vs EIX
+34.4%
+101.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | -1.1% | -2.5% | +1.4% | -0.1% |
| 30D | +6.6% | +7.7% | -1.1% | +3.5% |
| 3M | +0.8% | -12.9% | +13.7% | +4.1% |
| 6M | -3.3% | -12.7% | +9.4% | -0.5% |
| YTD | +2.7% | +5.5% | -2.7% | -2.7% |
| 1Y | -4.0% | +9.4% | -13.4% | -10.6% |
| 3Y | +37.6% | +9.7% | +27.9% | +24.5% |
| 5Y | +35.4% | +16.9% | +18.5% | +18.8% |
| 10Y | +136.0% | +34.3% | +101.7% | +71.4% |
| All | +136.0% | +34.4% | +101.6% | +71.4% |
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