+162.3%
CVE vs EIX
+17.3%
+145.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | +2.5% | -19.1% | +21.6% | +8.6% |
| 30D | +16.7% | -16.9% | +33.6% | +22.0% |
| 3M | +9.3% | -20.0% | +29.3% | +15.5% |
| 6M | +43.6% | -21.3% | +64.9% | +52.1% |
| YTD | +93.6% | -1.7% | +95.3% | +87.2% |
| 1Y | +98.8% | +9.6% | +89.2% | +83.2% |
| 3Y | +73.6% | -3.7% | +77.3% | +63.3% |
| 5Y | +312.5% | +22.6% | +289.9% | +243.4% |
| All | +162.3% | +17.3% | +145.0% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling