+95.2%
CNC vs EIX
+19.9%
+75.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | -0.9% | -1.4% | +0.4% | -0.6% |
| 30D | -1.0% | -19.3% | +18.3% | +3.9% |
| 3M | +4.5% | -21.7% | +26.2% | +10.2% |
| 6M | +85.2% | -19.8% | +105.0% | +93.2% |
| YTD | +61.4% | -3.0% | +64.5% | +57.1% |
| 1Y | +94.9% | +5.1% | +89.8% | +84.1% |
| 3Y | 0.0% | -7.0% | +7.0% | -4.0% |
| 5Y | +11.2% | +22.0% | -10.8% | -5.5% |
| All | +95.2% | +19.9% | +75.4% | +53.0% |
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