-0.2%
EIX vs CART
+38.4%
-38.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | +1.0% | +3.0% | -2.0% | +0.9% |
| 30D | +9.1% | +28.6% | -19.4% | +8.4% |
| 3M | -10.2% | +29.1% | -39.3% | -10.9% |
| 6M | -11.2% | +44.7% | -56.0% | -12.2% |
| YTD | +4.5% | +29.2% | -24.7% | +3.6% |
| 1Y | +10.9% | +66.2% | -55.3% | +8.7% |
| 3Y | +8.4% | +112.8% | -104.4% | +2.9% |
| All | -0.2% | +38.4% | -38.6% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling