+105.1%
CTVA vs EIX
+24.3%
+80.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.8% | -0.7% |
| 7D | -5.8% | +4.1% | -9.9% | -6.7% |
| 30D | +11.1% | -15.3% | +26.4% | +13.5% |
| 3M | +13.2% | -18.4% | +31.7% | +17.4% |
| 6M | +8.7% | -16.8% | +25.6% | +12.0% |
| YTD | +27.3% | -0.6% | +27.8% | +25.3% |
| 1Y | +18.0% | +10.7% | +7.3% | +13.0% |
| 3Y | +76.5% | -4.5% | +81.0% | +71.9% |
| 5Y | +105.1% | +24.0% | +81.1% | +84.1% |
| All | +105.1% | +24.3% | +80.8% | +84.1% |
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