+62.8%
CVE vs EIX
+245.7%
-182.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.4% |
| 7D | -14.1% | +2.5% | -16.6% | -15.0% |
| 30D | -11.6% | +14.1% | -25.7% | -16.2% |
| 3M | 0.0% | -9.4% | +9.5% | +1.1% |
| 6M | -8.4% | -9.1% | +0.7% | -8.0% |
| YTD | +65.9% | +7.1% | +58.8% | +54.3% |
| 1Y | +69.4% | +13.3% | +56.2% | +53.8% |
| 3Y | +55.9% | +10.9% | +45.0% | +37.6% |
| 5Y | +146.2% | +21.0% | +125.2% | +105.0% |
| 10Y | +140.6% | +33.6% | +107.0% | +87.7% |
| All | +62.8% | +245.7% | -182.9% | -42.9% |
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