+134.5%
CVE vs EIX
+29.5%
+105.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.3% |
| 7D | -16.1% | +1.0% | -17.1% | -16.6% |
| 30D | -10.4% | +9.1% | -19.5% | -13.3% |
| 3M | -2.4% | -10.2% | +7.9% | -1.1% |
| 6M | -4.4% | -11.2% | +6.8% | -3.2% |
| YTD | +64.9% | +4.5% | +60.5% | +55.4% |
| 1Y | +66.0% | +10.9% | +55.2% | +52.7% |
| 3Y | +57.7% | +8.4% | +49.2% | +41.2% |
| 5Y | +144.7% | +18.0% | +126.8% | +107.7% |
| All | +134.5% | +29.5% | +105.0% | +94.4% |
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 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