+17.9%
EIX vs CG
-22.2%
+40.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +1.0% | -1.2% | +2.2% | +1.2% |
| 30D | +9.1% | +5.0% | +4.1% | +8.1% |
| 3M | -10.2% | -18.2% | +8.0% | -7.4% |
| 6M | -11.2% | -20.7% | +9.5% | -8.1% |
| YTD | +4.5% | -31.4% | +35.9% | +10.4% |
| 1Y | +10.9% | -22.3% | +33.1% | +14.2% |
| 3Y | +8.4% | +50.2% | -41.8% | -5.4% |
| All | +17.9% | -22.2% | +40.1% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling