+9.4%
EIX vs CNH
+31.1%
-21.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.6% |
| 7D | -2.5% | +6.7% | -9.2% | -2.9% |
| 30D | +7.7% | +7.2% | +0.5% | +7.2% |
| 3M | -12.9% | +17.5% | -30.4% | -15.6% |
| 6M | -12.7% | +15.0% | -27.6% | -15.3% |
| YTD | +5.5% | +36.8% | -31.3% | +0.7% |
| 1Y | +9.4% | +27.6% | -18.3% | +5.1% |
| All | +9.4% | +31.1% | -21.7% | +5.1% |
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