+16.0%
CTVA vs EIX
+6.9%
+9.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -4.5% | -1.4% | -3.2% | -4.4% |
| 30D | +11.3% | -19.3% | +30.6% | +13.1% |
| 3M | +12.3% | -21.7% | +34.0% | +17.3% |
| 6M | +7.2% | -19.8% | +27.0% | +11.3% |
| YTD | +26.0% | -3.0% | +29.1% | +26.1% |
| 1Y | +16.0% | +5.1% | +10.9% | +13.5% |
| All | +16.0% | +6.9% | +9.1% | +13.5% |
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