+18.0%
EIX vs CNI
+138.2%
-120.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.7% |
| 7D | -1.4% | -0.4% | -1.0% | -1.2% |
| 30D | -19.3% | -2.7% | -16.6% | -18.4% |
| 3M | -21.7% | +3.9% | -25.6% | -23.2% |
| 6M | -19.8% | +16.4% | -36.2% | -25.5% |
| YTD | -3.0% | +25.8% | -28.8% | -13.2% |
| 1Y | +5.1% | +32.4% | -27.3% | -8.2% |
| 3Y | -7.0% | +19.1% | -26.0% | -16.1% |
| 5Y | +22.0% | +13.6% | +8.5% | +10.5% |
| All | +18.0% | +138.2% | -120.2% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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