+35.9%
EIX vs CRL
+350.3%
-314.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.4% |
| 7D | +1.4% | +0.1% | +1.2% | +1.3% |
| 30D | +8.5% | +11.9% | -3.4% | +6.2% |
| 3M | -13.5% | +20.2% | -33.6% | -16.5% |
| 6M | -12.4% | +107.5% | -119.9% | -23.5% |
| YTD | +5.9% | +69.4% | -63.5% | -5.1% |
| 1Y | +7.6% | +99.7% | -92.1% | -6.7% |
| 3Y | +12.8% | +98.8% | -86.0% | -6.7% |
| 5Y | +19.2% | -12.4% | +31.6% | +17.1% |
| All | +35.9% | +350.3% | -314.4% | -12.6% |
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