+26.0%
EIX vs CAI
-8.1%
+34.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.5% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | -13.5% | +9.1% | -22.7% | -13.6% |
| 3M | -15.3% | +53.8% | -69.0% | -15.7% |
| 6M | -15.3% | +33.5% | -48.8% | -15.7% |
| YTD | +2.7% | -8.0% | +10.7% | +3.9% |
| 1Y | +17.4% | -28.7% | +46.1% | +20.2% |
| All | +26.0% | -8.1% | +34.1% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling