+18.6%
EIX vs CASY
+266.7%
-248.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +1.4% | +3.6% | -2.2% | +0.8% |
| 30D | +8.5% | +9.1% | -0.5% | +6.9% |
| 3M | -13.5% | -16.5% | +3.1% | -11.2% |
| 6M | -12.4% | -19.7% | +7.4% | -9.7% |
| YTD | +5.9% | +29.3% | -23.4% | -0.5% |
| 1Y | +7.6% | +33.1% | -25.5% | +0.4% |
| 3Y | +12.8% | +158.5% | -145.7% | -9.6% |
| All | +18.6% | +266.7% | -248.1% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling