+231.7%
CTVA vs EIX
+27.6%
+204.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +4.9% | -19.1% | +24.0% | +10.8% |
| 30D | +11.9% | -16.9% | +28.8% | +16.7% |
| 3M | +13.7% | -20.0% | +33.7% | +20.5% |
| 6M | +13.1% | -21.3% | +34.5% | +20.4% |
| YTD | +32.0% | -1.7% | +33.7% | +29.1% |
| 1Y | +22.1% | +9.6% | +12.5% | +14.3% |
| 3Y | +77.5% | -3.7% | +81.2% | +68.9% |
| 5Y | +106.3% | +22.6% | +83.7% | +71.2% |
| All | +231.7% | +27.6% | +204.1% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling