+76.0%
CTAS vs EIX
+8.4%
+67.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.3% |
| 7D | +1.2% | +1.0% | +0.2% | +1.0% |
| 30D | +12.8% | +9.1% | +3.6% | +11.0% |
| 3M | +10.3% | -10.2% | +20.5% | +11.5% |
| 6M | +32.0% | -11.2% | +43.2% | +33.7% |
| YTD | +19.1% | +4.5% | +14.7% | +15.8% |
| 1Y | +21.5% | +10.9% | +10.6% | +16.4% |
| 3Y | +76.0% | +8.4% | +67.6% | +61.9% |
| All | +76.0% | +8.4% | +67.7% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling