+4,872.3%
CNC vs EIX
+791.1%
+4,081.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +2.2% | +1.4% | +0.8% | +1.8% |
| 30D | +1.6% | +8.5% | -7.0% | -0.9% |
| 3M | +7.9% | -13.5% | +21.4% | +11.1% |
| 6M | +21.2% | -12.4% | +33.5% | +23.5% |
| YTD | +73.2% | +5.9% | +67.3% | +64.9% |
| 1Y | +97.5% | +7.6% | +89.9% | +86.9% |
| 3Y | -1.2% | +12.8% | -14.0% | -10.2% |
| 5Y | -6.1% | +19.2% | -25.3% | -17.4% |
| 10Y | +181.3% | +34.9% | +146.4% | +126.0% |
| All | +4,872.3% | +791.1% | +4,081.3% | +2,129.3% |
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 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