+188.6%
EIX vs CF
+5,948.3%
-5,759.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.3% |
| 7D | -19.1% | +6.0% | -25.1% | -20.0% |
| 30D | -16.9% | +14.8% | -31.8% | -18.9% |
| 3M | -20.0% | +14.1% | -34.1% | -21.9% |
| 6M | -21.3% | +28.5% | -49.8% | -25.4% |
| YTD | -1.7% | +74.9% | -76.7% | -11.4% |
| 1Y | +9.6% | +61.7% | -52.1% | -0.2% |
| 3Y | -3.7% | +80.3% | -84.0% | -15.3% |
| 5Y | +22.6% | +226.0% | -203.4% | -5.6% |
| 10Y | +17.7% | +569.9% | -552.2% | -23.8% |
| All | +188.6% | +5,948.3% | -5,759.7% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling