+217.7%
EIX vs CF
+4,965.4%
-4,747.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.4% | +7.5% | +3.8% |
| 7D | +4.5% | -6.9% | +11.4% | +5.5% |
| 30D | +15.2% | -3.7% | +19.0% | +15.7% |
| 3M | -11.6% | -5.0% | -6.6% | -11.4% |
| 6M | -8.4% | -10.5% | +2.1% | -7.5% |
| YTD | +8.2% | +46.5% | -38.3% | 0.0% |
| 1Y | +16.6% | +34.8% | -18.2% | +9.1% |
| 3Y | +12.0% | +46.7% | -34.7% | +1.6% |
| 5Y | +24.1% | +112.0% | -87.9% | +2.7% |
| 10Y | +34.9% | +529.7% | -494.8% | -11.8% |
| All | +217.7% | +4,965.4% | -4,747.7% | +22.4% |
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