+98.2%
EIX vs CDW
+903.1%
-804.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -19.1% | +3.2% | -22.3% | -19.8% |
| 30D | -16.9% | +9.3% | -26.2% | -19.0% |
| 3M | -20.0% | +9.8% | -29.8% | -22.6% |
| 6M | -21.3% | +23.3% | -44.7% | -27.3% |
| YTD | -1.7% | +13.7% | -15.4% | -7.4% |
| 1Y | +9.6% | -6.5% | +16.0% | +8.5% |
| 3Y | -3.7% | -25.2% | +21.6% | -0.6% |
| 5Y | +22.6% | -19.5% | +42.1% | +21.3% |
| 10Y | +17.7% | +285.8% | -268.1% | -14.9% |
| All | +98.2% | +903.1% | -804.9% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 all: compounded portfolio wealth divided by compounded CDW 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…
all analysis · Full analysis span regression · 6 months rolling