-2.0%
EIX vs CRL
+38.0%
-40.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.0% |
| 7D | -19.1% | -1.0% | -18.1% | -19.0% |
| 30D | -16.9% | +10.7% | -27.6% | -17.6% |
| 3M | -20.0% | +55.3% | -75.3% | -23.2% |
| 6M | -21.3% | +60.7% | -82.0% | -25.0% |
| YTD | -1.7% | +44.6% | -46.3% | -5.5% |
| 1Y | +9.6% | +77.7% | -68.2% | +2.5% |
| All | -2.0% | +38.0% | -40.0% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling