+35.4%
EIX vs CG
+274.5%
-239.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +1.0% |
| 7D | -1.5% | -1.5% | 0.0% | -1.2% |
| 30D | +8.1% | +5.7% | +2.4% | +6.7% |
| 3M | -12.1% | -17.9% | +5.7% | -8.7% |
| 6M | -13.4% | -20.2% | +6.8% | -9.8% |
| YTD | +5.6% | -32.0% | +37.6% | +13.0% |
| 1Y | +7.8% | -27.0% | +34.9% | +13.4% |
| 3Y | +9.8% | +42.8% | -32.9% | -5.2% |
| 5Y | +18.8% | -23.4% | +42.3% | +15.6% |
| All | +35.4% | +274.5% | -239.1% | -1.5% |
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