+7.6%
EIX vs CART
+49.3%
-41.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +1.4% | +1.3% | +0.1% | +1.4% |
| 30D | +8.5% | +19.2% | -10.6% | +9.0% |
| 3M | -13.5% | +17.6% | -31.0% | -13.2% |
| 6M | -12.4% | +47.4% | -59.7% | -11.1% |
| YTD | +5.9% | +30.9% | -25.0% | +3.8% |
| 1Y | +7.6% | +46.0% | -38.4% | +5.7% |
| All | +7.6% | +49.3% | -41.7% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling