+7.8%
EIX vs CRL
+97.0%
-89.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.1% |
| 7D | -1.5% | +8.9% | -10.3% | -1.1% |
| 30D | +8.1% | +14.0% | -5.8% | +8.6% |
| 3M | -12.1% | +19.8% | -32.0% | -11.6% |
| 6M | -13.4% | +102.0% | -115.5% | -12.1% |
| YTD | +5.6% | +70.8% | -65.3% | +5.9% |
| 1Y | +7.8% | +98.7% | -90.9% | +6.1% |
| All | +7.8% | +97.0% | -89.1% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling