+34.3%
EIX vs CF
+485.9%
-451.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -2.5% | +10.4% | -12.9% | -3.9% |
| 30D | +7.7% | +7.6% | +0.1% | +6.5% |
| 3M | -12.9% | +5.2% | -18.0% | -13.9% |
| 6M | -12.7% | -0.1% | -12.6% | -13.3% |
| YTD | +5.5% | +61.7% | -56.2% | -4.0% |
| 1Y | +9.4% | +50.3% | -41.0% | +0.7% |
| 3Y | +9.7% | +66.0% | -56.3% | -2.8% |
| 5Y | +16.9% | +114.5% | -97.6% | -5.1% |
| 10Y | +34.3% | +471.5% | -437.2% | -9.5% |
| All | +34.3% | +485.9% | -451.6% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling