+74.7%
CTVA vs EIX
+17.1%
+57.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -1.0% | -2.5% | +1.6% | -0.4% |
| 30D | -8.7% | +7.7% | -16.4% | -10.2% |
| 3M | +6.4% | -12.9% | +19.2% | +8.3% |
| 6M | -1.9% | -12.7% | +10.8% | +0.2% |
| YTD | +21.5% | +5.5% | +16.1% | +18.0% |
| 1Y | +24.3% | +9.4% | +14.9% | +19.6% |
| 3Y | +91.8% | +9.7% | +82.1% | +79.1% |
| All | +74.7% | +17.1% | +57.6% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling