+29.5%
EIX vs CAI
-11.3%
+40.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.1% |
| 7D | -1.5% | -8.0% | +6.5% | -1.4% |
| 30D | +8.1% | -18.9% | +27.0% | +8.4% |
| 3M | -12.1% | +7.6% | -19.8% | -12.1% |
| 6M | -13.4% | +43.0% | -56.4% | -13.7% |
| YTD | +5.6% | -11.2% | +16.8% | +6.9% |
| 1Y | +7.8% | -3.3% | +11.1% | +8.6% |
| All | +29.5% | -11.3% | +40.8% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling