+7.7%
EIX vs CAI
-3.0%
+10.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -2.5% | -26.3% | +23.7% | -2.6% |
| 30D | +7.7% | -17.5% | +25.2% | +7.7% |
| 3M | -12.9% | +5.8% | -18.7% | -12.4% |
| 6M | -12.7% | +53.6% | -66.3% | -11.7% |
| YTD | +5.5% | -9.2% | +14.7% | +6.9% |
| All | +7.7% | -3.0% | +10.8% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling