+26,150.7%
CTAS vs EIX
+1,176.1%
+24,974.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +0.7% | +1.0% | -0.3% | +0.5% |
| 30D | +11.3% | +8.9% | +2.4% | +9.0% |
| 3M | +11.4% | -9.8% | +21.2% | +12.9% |
| 6M | +35.6% | -10.2% | +45.8% | +37.3% |
| YTD | +20.7% | +5.9% | +14.8% | +16.9% |
| 1Y | +22.8% | +10.9% | +11.9% | +17.6% |
| 3Y | +73.4% | +10.2% | +63.2% | +63.6% |
| 5Y | +117.6% | +17.0% | +100.6% | +101.3% |
| 10Y | +818.4% | +35.1% | +783.4% | +700.9% |
| All | +26,150.7% | +1,176.1% | +24,974.6% | +13,988.0% |
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