-2.1%
CTAS vs EIX
+7.5%
-9.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.8% | -19.1% | +17.3% | +0.7% |
| 30D | -0.2% | -16.9% | +16.7% | +1.5% |
| 3M | +11.7% | -20.0% | +31.7% | +14.7% |
| 6M | +0.7% | -21.3% | +22.0% | +3.5% |
| YTD | +7.4% | -1.7% | +9.1% | +4.1% |
| 1Y | -2.1% | +9.6% | -11.7% | -7.2% |
| All | -2.1% | +7.5% | -9.6% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling