+123.3%
EIX vs CG
+351.2%
-227.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.1% |
| 7D | -19.1% | -4.3% | -14.8% | -18.5% |
| 30D | -16.9% | -5.1% | -11.8% | -16.2% |
| 3M | -20.0% | +8.7% | -28.7% | -21.6% |
| 6M | -21.3% | -9.2% | -12.1% | -20.5% |
| YTD | -1.7% | -18.9% | +17.2% | +1.1% |
| 1Y | +9.6% | -25.6% | +35.2% | +14.3% |
| 3Y | -3.7% | +57.3% | -60.9% | -15.4% |
| 5Y | +22.6% | +10.2% | +12.5% | +11.6% |
| 10Y | +17.7% | +364.2% | -346.5% | -13.8% |
| All | +123.3% | +351.2% | -227.9% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling