+22.9%
EIX vs CHD
+123.8%
-100.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.7% |
| 7D | +4.1% | -4.2% | +8.2% | +5.6% |
| 30D | -15.3% | -7.6% | -7.7% | -12.9% |
| 3M | -18.4% | -1.6% | -16.8% | -18.0% |
| 6M | -16.8% | -6.3% | -10.5% | -15.1% |
| YTD | -0.6% | +14.6% | -15.1% | -5.8% |
| 1Y | +10.7% | +1.6% | +9.1% | +9.3% |
| 3Y | -4.5% | +3.1% | -7.6% | -7.2% |
| 5Y | +24.0% | +21.1% | +3.0% | +11.5% |
| 10Y | +22.9% | +128.6% | -105.7% | -10.9% |
| All | +22.9% | +123.8% | -100.9% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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