+497.9%
EIX vs CRL
+1,379.5%
-881.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -19.1% | -1.0% | -18.1% | -19.0% |
| 30D | -16.9% | +10.7% | -27.6% | -18.3% |
| 3M | -20.0% | +55.3% | -75.3% | -25.9% |
| 6M | -21.3% | +60.7% | -82.0% | -28.1% |
| YTD | -1.7% | +44.6% | -46.3% | -9.0% |
| 1Y | +9.6% | +77.7% | -68.2% | -2.5% |
| 3Y | -3.7% | +37.6% | -41.3% | -13.4% |
| 5Y | +22.6% | -35.8% | +58.4% | +23.4% |
| 10Y | +17.7% | +241.7% | -224.1% | -15.1% |
| All | +497.9% | +1,379.5% | -881.6% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling