+25,810.5%
CTAS vs EIX
+1,158.5%
+24,652.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.2% |
| 7D | +1.2% | +1.0% | +0.2% | +0.9% |
| 30D | +12.8% | +9.1% | +3.6% | +10.4% |
| 3M | +10.3% | -10.2% | +20.5% | +11.8% |
| 6M | +32.0% | -11.2% | +43.2% | +34.0% |
| YTD | +19.1% | +4.5% | +14.7% | +15.8% |
| 1Y | +21.5% | +10.9% | +10.6% | +16.3% |
| 3Y | +76.0% | +8.4% | +67.6% | +66.8% |
| 5Y | +110.9% | +18.0% | +92.9% | +94.7% |
| 10Y | +849.8% | +30.3% | +819.5% | +734.9% |
| All | +25,810.5% | +1,158.5% | +24,652.0% | +13,853.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling