+18.8%
EIX vs CNH
-16.3%
+35.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.8% |
| 7D | -1.5% | +6.4% | -7.9% | -2.6% |
| 30D | +8.1% | -1.6% | +9.8% | +8.2% |
| 3M | -12.1% | +11.6% | -23.7% | -15.0% |
| 6M | -13.4% | +12.5% | -26.0% | -16.8% |
| YTD | +5.6% | +31.1% | -25.5% | -2.0% |
| 1Y | +7.8% | +17.0% | -9.2% | +2.3% |
| 3Y | +9.8% | +28.7% | -18.9% | +0.2% |
| 5Y | +18.8% | -17.4% | +36.3% | +13.7% |
| All | +18.8% | -16.3% | +35.1% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling