+27.2%
EIX vs CHD
+21.8%
+5.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.5% | +5.2% |
| 7D | +0.9% | -2.9% | +3.8% | +1.8% |
| 30D | -13.5% | -6.2% | -7.3% | -11.7% |
| 3M | -15.3% | +1.6% | -16.8% | -15.7% |
| 6M | -15.3% | -3.5% | -11.8% | -14.5% |
| YTD | +2.7% | +16.2% | -13.5% | -2.7% |
| 1Y | +17.4% | +3.4% | +14.1% | +15.6% |
| 3Y | -1.3% | +4.6% | -5.9% | -4.2% |
| 5Y | +27.2% | +21.1% | +6.1% | +10.1% |
| All | +27.2% | +21.8% | +5.4% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling