+28.0%
EIX vs CNH
+116.5%
-88.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.2% | -3.0% |
| 7D | +1.0% | -1.7% | +2.7% | +1.3% |
| 30D | +9.1% | -7.2% | +16.3% | +10.6% |
| 3M | -10.2% | +6.5% | -16.8% | -12.6% |
| 6M | -11.2% | +7.9% | -19.1% | -14.3% |
| YTD | +4.5% | +26.6% | -22.1% | -3.2% |
| 1Y | +10.9% | +13.8% | -2.9% | +5.1% |
| 3Y | +8.4% | +9.2% | -0.8% | +1.3% |
| 5Y | +18.0% | -15.6% | +33.6% | +14.0% |
| All | +28.0% | +116.5% | -88.5% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling