+134.0%
CNC vs EIX
+7.5%
+126.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.5% |
| 7D | +3.5% | -19.1% | +22.6% | +4.2% |
| 30D | +0.1% | -16.9% | +17.0% | +0.6% |
| 3M | +6.9% | -20.0% | +26.9% | +6.9% |
| 6M | +49.0% | -21.3% | +70.3% | +49.8% |
| YTD | +62.9% | -1.7% | +64.6% | +54.5% |
| 1Y | +134.0% | +9.6% | +124.4% | +110.5% |
| All | +134.0% | +7.5% | +126.5% | +110.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling