+32.2%
EIX vs CRL
+400.8%
-368.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.4% | +0.6% |
| 7D | +0.7% | +4.4% | -3.7% | -0.2% |
| 30D | +8.8% | +17.1% | -8.3% | +5.6% |
| 3M | -10.9% | +32.1% | -43.0% | -15.4% |
| 6M | -10.3% | +98.9% | -109.2% | -21.1% |
| YTD | +5.8% | +77.1% | -71.3% | -5.8% |
| 1Y | +11.4% | +110.3% | -98.9% | -4.2% |
| 3Y | +11.1% | +108.5% | -97.4% | -8.9% |
| 5Y | +18.5% | -7.9% | +26.3% | +15.4% |
| 10Y | +32.2% | +368.9% | -336.7% | -15.6% |
| All | +32.2% | +400.8% | -368.6% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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