+335.7%
CSCO vs EIX
+34.9%
+300.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +6.6% | -1.5% | +8.0% | +6.9% |
| 30D | -11.3% | +8.1% | -19.5% | -12.9% |
| 3M | -17.3% | -12.1% | -5.2% | -16.0% |
| 6M | +3.5% | -13.4% | +17.0% | +5.1% |
| YTD | +34.9% | +5.6% | +29.3% | +29.2% |
| 1Y | +40.5% | +7.8% | +32.6% | +33.7% |
| 3Y | +109.3% | +9.8% | +99.4% | +93.4% |
| 5Y | +105.9% | +18.8% | +87.0% | +83.7% |
| All | +335.7% | +34.9% | +300.8% | +256.8% |
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