+238.9%
CRM vs EIX
+19.9%
+219.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.2% |
| 7D | -4.4% | -1.4% | -3.1% | -4.2% |
| 30D | +28.1% | -19.3% | +47.4% | +32.6% |
| 3M | +48.8% | -21.7% | +70.5% | +54.7% |
| 6M | +28.3% | -19.8% | +48.1% | +31.9% |
| YTD | -6.0% | -3.0% | -3.0% | -8.6% |
| 1Y | +1.4% | +5.1% | -3.7% | -3.8% |
| 3Y | +11.8% | -7.0% | +18.8% | +7.0% |
| 5Y | -2.0% | +22.0% | -24.1% | -14.2% |
| All | +238.9% | +19.9% | +219.0% | +178.3% |
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 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