+9.6%
EIX vs CG
-24.3%
+33.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +0.9% |
| 7D | -19.1% | -4.3% | -14.8% | -19.0% |
| 30D | -16.9% | -5.1% | -11.8% | -16.8% |
| 3M | -20.0% | +8.7% | -28.7% | -20.4% |
| 6M | -21.3% | -9.2% | -12.1% | -20.7% |
| YTD | -1.7% | -18.9% | +17.2% | +0.6% |
| 1Y | +9.6% | -25.6% | +35.2% | +11.6% |
| All | +9.6% | -24.3% | +33.8% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling