+22.9%
EIX vs CG
+324.5%
-301.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -2.3% |
| 7D | +4.1% | -6.4% | +10.5% | +5.5% |
| 30D | -15.3% | -7.1% | -8.3% | -14.1% |
| 3M | -18.4% | -1.6% | -16.9% | -18.6% |
| 6M | -16.8% | -8.3% | -8.5% | -16.0% |
| YTD | -0.6% | -23.8% | +23.3% | +4.1% |
| 1Y | +10.7% | -28.7% | +39.4% | +17.3% |
| 3Y | -4.5% | +49.2% | -53.6% | -18.0% |
| 5Y | +24.0% | +5.5% | +18.5% | +11.2% |
| 10Y | +22.9% | +331.2% | -308.3% | -13.3% |
| All | +22.9% | +324.5% | -301.6% | -13.3% |
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