+22.7%
EIX vs CRL
+241.6%
-218.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.7% | +7.2% | +5.0% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | -13.5% | +5.0% | -18.5% | -14.3% |
| 3M | -15.3% | +50.6% | -65.8% | -21.4% |
| 6M | -15.3% | +60.9% | -76.3% | -23.0% |
| YTD | +2.7% | +40.7% | -38.0% | -4.7% |
| 1Y | +17.4% | +73.3% | -55.9% | +4.2% |
| 3Y | -1.3% | +40.6% | -41.9% | -12.4% |
| 5Y | +27.2% | -37.0% | +64.2% | +34.2% |
| 10Y | +22.7% | +244.3% | -221.5% | -19.1% |
| All | +22.7% | +241.6% | -218.9% | -19.1% |
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