+1.1%
EIX vs CART
+39.2%
-38.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | +0.7% | +1.5% | -0.8% | +0.7% |
| 30D | +8.8% | +22.4% | -13.7% | +8.2% |
| 3M | -10.9% | +16.5% | -27.4% | -11.3% |
| 6M | -10.3% | +44.9% | -55.2% | -11.2% |
| YTD | +5.8% | +30.0% | -24.1% | +4.9% |
| 1Y | +11.4% | +59.1% | -47.7% | +9.4% |
| 3Y | +11.1% | +138.8% | -127.8% | +4.7% |
| All | +1.1% | +39.2% | -38.1% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling