+35.9%
EIX vs CHD
+196.1%
-160.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | +1.4% | +3.6% | -2.3% | +0.1% |
| 30D | +8.5% | +10.4% | -1.9% | +4.7% |
| 3M | -13.5% | +12.2% | -25.6% | -16.9% |
| 6M | -12.4% | +19.9% | -32.3% | -18.0% |
| YTD | +5.9% | +36.4% | -30.5% | -5.8% |
| 1Y | +7.6% | +35.1% | -27.5% | -4.0% |
| 3Y | +12.8% | +29.2% | -16.4% | +1.0% |
| 5Y | +19.2% | +33.4% | -14.2% | +3.6% |
| All | +35.9% | +196.1% | -160.2% | -9.0% |
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