+75.7%
CTVA vs EIX
-4.8%
+80.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.8% | -0.8% |
| 7D | -5.8% | +4.1% | -9.9% | -6.4% |
| 30D | +11.1% | -15.3% | +26.4% | +12.8% |
| 3M | +13.2% | -18.4% | +31.7% | +16.6% |
| 6M | +8.7% | -16.8% | +25.6% | +11.5% |
| YTD | +27.3% | -0.6% | +27.8% | +26.3% |
| 1Y | +18.0% | +10.7% | +7.3% | +14.8% |
| All | +75.7% | -4.8% | +80.4% | +75.8% |
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