+465.5%
CMS vs EIX
+1,158.5%
-693.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.3% |
| 7D | -1.3% | +1.0% | -2.3% | -1.7% |
| 30D | +6.3% | +9.1% | -2.8% | +3.1% |
| 3M | -2.1% | -10.2% | +8.2% | -0.3% |
| 6M | -5.1% | -11.2% | +6.2% | -3.1% |
| YTD | +1.3% | +4.5% | -3.2% | -2.7% |
| 1Y | -1.4% | +10.9% | -12.3% | -7.2% |
| 3Y | +36.9% | +8.4% | +28.5% | +27.2% |
| 5Y | +32.5% | +18.0% | +14.6% | +19.5% |
| 10Y | +126.8% | +30.3% | +96.5% | +89.2% |
| All | +465.5% | +1,158.5% | -693.0% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling