+218.9%
CTVA vs EIX
+27.5%
+191.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -4.7% | +0.8% | -5.5% | -5.0% |
| 30D | +11.1% | -18.8% | +29.9% | +16.8% |
| 3M | +13.7% | -19.7% | +33.4% | +20.3% |
| 6M | +11.2% | -18.2% | +29.4% | +16.6% |
| YTD | +26.9% | -1.7% | +28.6% | +24.0% |
| 1Y | +18.8% | +7.8% | +11.1% | +11.9% |
| 3Y | +75.9% | -5.6% | +81.6% | +69.0% |
| 5Y | +105.2% | +23.7% | +81.6% | +69.4% |
| All | +218.9% | +27.5% | +191.4% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling