+34.5%
CMS vs EIX
+18.4%
+16.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.7% | +1.4% | +0.4% | +1.2% |
| 30D | +6.2% | +8.5% | -2.4% | +3.0% |
| 3M | +0.6% | -13.5% | +14.1% | +4.2% |
| 6M | -1.8% | -12.4% | +10.6% | +0.8% |
| YTD | +3.8% | +5.9% | -2.1% | -2.5% |
| 1Y | -1.8% | +7.6% | -9.4% | -8.5% |
| 3Y | +39.8% | +12.8% | +27.1% | +20.9% |
| All | +34.5% | +18.4% | +16.1% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling