+5,676.4%
CRM vs EIX
+399.1%
+5,277.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -0.8% |
| 7D | -5.0% | +4.1% | -9.0% | -6.5% |
| 30D | +23.6% | -15.3% | +38.9% | +28.4% |
| 3M | +39.6% | -18.4% | +58.0% | +46.6% |
| 6M | +23.4% | -16.8% | +40.3% | +27.5% |
| YTD | -7.4% | -0.6% | -6.8% | -11.6% |
| 1Y | -2.3% | +10.7% | -13.0% | -11.2% |
| 3Y | +10.5% | -4.5% | +15.0% | +2.7% |
| 5Y | -4.7% | +24.0% | -28.8% | -22.4% |
| 10Y | +234.7% | +22.9% | +211.8% | +146.9% |
| All | +5,676.4% | +399.1% | +5,277.3% | +1,543.0% |
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 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