+0.2%
CTAS vs EIX
+17.4%
-17.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.6% |
| 7D | 0.0% | +0.9% | -0.9% | -0.2% |
| 30D | -1.0% | -13.5% | +12.5% | +0.2% |
| 3M | +15.8% | -15.3% | +31.0% | +17.8% |
| 6M | -1.0% | -15.3% | +14.3% | +0.7% |
| YTD | +7.4% | +2.7% | +4.7% | +3.3% |
| All | +0.2% | +17.4% | -17.1% | -5.8% |
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 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