+9.6%
EIX vs CASY
+51.2%
-41.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -19.1% | +0.1% | -19.2% | -19.1% |
| 30D | -16.9% | -11.3% | -5.6% | -16.5% |
| 3M | -20.0% | -0.6% | -19.4% | -20.3% |
| 6M | -21.3% | +10.7% | -32.0% | -22.6% |
| YTD | -1.7% | +37.1% | -38.8% | -3.6% |
| 1Y | +9.6% | +52.3% | -42.7% | +5.1% |
| All | +9.6% | +51.2% | -41.7% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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