+0.6%
EIX vs CRBG
+117.3%
-116.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.6% |
| 7D | -1.4% | +0.6% | -1.9% | -1.5% |
| 30D | -19.3% | +2.6% | -21.9% | -19.8% |
| 3M | -21.7% | +24.0% | -45.7% | -25.3% |
| 6M | -19.8% | +50.5% | -70.3% | -27.0% |
| YTD | -3.0% | +17.1% | -20.2% | -7.1% |
| 1Y | +5.1% | +5.9% | -0.8% | +3.0% |
| 3Y | -7.0% | +122.7% | -129.7% | -25.0% |
| All | +0.6% | +117.3% | -116.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 all: compounded portfolio wealth divided by compounded CRBG 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…
all analysis · Full analysis span regression · 6 months rolling