+134.8%
CVE vs EIX
+19.1%
+115.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -10.1% | +0.7% | -10.8% | -10.3% |
| 30D | -12.1% | +8.8% | -20.9% | -14.0% |
| 3M | -1.9% | -10.9% | +9.0% | -0.8% |
| 6M | -1.8% | -10.3% | +8.4% | -1.4% |
| YTD | +65.8% | +5.8% | +59.9% | +56.7% |
| 1Y | +60.8% | +11.4% | +49.5% | +49.4% |
| 3Y | +70.1% | +11.1% | +59.1% | +51.4% |
| 5Y | +134.8% | +18.5% | +116.3% | +98.1% |
| All | +134.8% | +19.1% | +115.7% | +98.1% |
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