+22.7%
EIX vs CASY
+276.6%
-254.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.4% |
| 3M | -20.0% | -0.6% | -19.4% | -20.5% |
| 6M | -21.3% | +10.7% | -32.0% | -23.5% |
| YTD | -1.7% | +37.1% | -38.8% | -8.2% |
| 1Y | +9.6% | +52.3% | -42.7% | +0.1% |
| 3Y | -3.7% | +215.2% | -218.9% | -25.5% |
| All | +22.7% | +276.6% | -254.0% | -10.3% |
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