+366.8%
CSCO vs EIX
+23.2%
+343.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -1.0% |
| 7D | -0.5% | +0.9% | -1.4% | -0.8% |
| 30D | -10.1% | -13.5% | +3.4% | -8.3% |
| 3M | -11.7% | -15.3% | +3.5% | -9.8% |
| 6M | +40.1% | -15.3% | +55.4% | +42.9% |
| YTD | +43.8% | +2.7% | +41.1% | +38.8% |
| 1Y | +66.6% | +17.4% | +49.2% | +54.5% |
| 3Y | +108.5% | -1.3% | +109.8% | +98.7% |
| 5Y | +114.0% | +27.2% | +86.8% | +86.9% |
| 10Y | +366.8% | +22.7% | +344.1% | +292.7% |
| All | +366.8% | +23.2% | +343.7% | +292.7% |
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