+35.1%
EIX vs CG
+308.6%
-273.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +1.0% | +2.0% | -1.0% | +0.5% |
| 30D | +8.9% | +8.5% | +0.3% | +6.8% |
| 3M | -9.8% | -12.1% | +2.3% | -7.6% |
| 6M | -10.2% | -16.4% | +6.2% | -7.4% |
| YTD | +5.9% | -28.0% | +33.9% | +12.1% |
| 1Y | +10.9% | -18.9% | +29.8% | +14.0% |
| 3Y | +10.2% | +51.2% | -41.0% | -6.0% |
| 5Y | +17.0% | -15.9% | +32.9% | +11.3% |
| 10Y | +35.1% | +305.9% | -270.8% | -2.8% |
| All | +35.1% | +308.6% | -273.5% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling