+32.2%
EIX vs CNH
+134.0%
-101.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.9% | -9.6% | -0.9% |
| 7D | +0.7% | +8.6% | -7.8% | -1.1% |
| 30D | +8.8% | +12.6% | -3.8% | +5.9% |
| 3M | -10.9% | +17.5% | -28.4% | -15.1% |
| 6M | -10.3% | +18.1% | -28.4% | -15.1% |
| YTD | +5.8% | +40.4% | -34.6% | -4.1% |
| 1Y | +11.4% | +34.0% | -22.6% | +1.8% |
| 3Y | +11.1% | +35.3% | -24.2% | -1.0% |
| 5Y | +18.5% | -5.1% | +23.6% | +11.5% |
| 10Y | +32.2% | +124.0% | -91.8% | -0.9% |
| All | +32.2% | +134.0% | -101.7% | -0.9% |
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