+113.3%
CSCO vs EIX
+22.8%
+90.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.7% | -19.1% | +18.4% | +2.0% |
| 30D | -10.1% | -16.9% | +6.8% | -8.3% |
| 3M | -15.7% | -20.0% | +4.3% | -13.7% |
| 6M | +36.3% | -21.3% | +57.6% | +39.8% |
| YTD | +43.8% | -1.7% | +45.5% | +39.7% |
| 1Y | +63.9% | +9.6% | +54.4% | +54.5% |
| 3Y | +104.4% | -3.7% | +108.0% | +94.0% |
| All | +113.3% | +22.8% | +90.5% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling