+321.5%
CSCO vs EIX
+30.9%
+290.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.8% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -16.7% | +8.8% | -25.4% | -18.2% |
| 3M | -18.4% | -10.9% | -7.5% | -17.4% |
| 6M | +2.9% | -10.3% | +13.2% | +3.5% |
| YTD | +30.4% | +5.8% | +24.6% | +24.9% |
| 1Y | +41.4% | +11.4% | +30.0% | +33.4% |
| 3Y | +104.7% | +11.1% | +93.6% | +88.6% |
| 5Y | +96.9% | +18.5% | +78.5% | +75.9% |
| 10Y | +321.5% | +32.2% | +289.2% | +246.8% |
| All | +321.5% | +30.9% | +290.5% | +246.8% |
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