+9.6%
EIX vs CNH
+29.2%
-19.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.5% |
| 7D | -19.1% | +23.3% | -42.4% | -20.9% |
| 30D | -16.9% | +33.5% | -50.4% | -19.8% |
| 3M | -20.0% | +32.7% | -52.7% | -22.8% |
| 6M | -21.3% | +22.2% | -43.5% | -23.1% |
| YTD | -1.7% | +57.7% | -59.4% | -6.0% |
| 1Y | +9.6% | +28.0% | -18.4% | +0.1% |
| All | +9.6% | +29.2% | -19.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling