+535.6%
EIX vs CRL
+1,630.9%
-1,095.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.8% | -10.3% | -3.7% |
| 7D | +1.0% | -6.1% | +7.1% | +1.8% |
| 30D | +9.1% | +12.4% | -3.3% | +6.7% |
| 3M | -10.2% | +27.1% | -37.4% | -14.2% |
| 6M | -11.2% | +85.7% | -97.0% | -20.8% |
| YTD | +4.5% | +69.2% | -64.7% | -6.1% |
| 1Y | +10.9% | +97.5% | -86.6% | -3.1% |
| 3Y | +8.4% | +86.1% | -77.7% | -7.8% |
| 5Y | +18.0% | -10.0% | +28.0% | +11.6% |
| 10Y | +30.3% | +395.0% | -364.7% | -11.9% |
| All | +535.6% | +1,630.9% | -1,095.3% | +234.7% |
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