+30.0%
EIX vs CAI
-9.5%
+39.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.2% |
| 7D | +1.0% | -25.6% | +26.6% | +1.3% |
| 30D | +8.9% | -17.7% | +26.6% | +9.1% |
| 3M | -9.8% | +4.4% | -14.2% | -9.7% |
| 6M | -10.2% | +51.3% | -61.5% | -10.6% |
| YTD | +5.9% | -9.5% | +15.4% | +7.2% |
| 1Y | +10.9% | -1.5% | +12.4% | +11.7% |
| All | +30.0% | -9.5% | +39.5% | +30.3% |
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