+132.3%
CMS vs EIX
+30.9%
+101.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | +7.1% | +8.8% | -1.7% | +3.6% |
| 3M | -1.3% | -10.9% | +9.6% | +1.0% |
| 6M | -2.7% | -10.3% | +7.6% | -1.0% |
| YTD | +2.6% | +5.8% | -3.2% | -2.9% |
| 1Y | -2.0% | +11.4% | -13.4% | -9.4% |
| 3Y | +39.6% | +11.1% | +28.6% | +25.6% |
| 5Y | +35.3% | +18.5% | +16.9% | +18.1% |
| 10Y | +132.3% | +32.2% | +100.1% | +71.7% |
| All | +132.3% | +30.9% | +101.4% | +71.7% |
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