+18.0%
EIX vs CRS
+1,392.1%
-1,374.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | -1.4% | -6.8% | +5.4% | -0.4% |
| 30D | -19.3% | -16.1% | -3.2% | -17.3% |
| 3M | -21.7% | -21.2% | -0.5% | -19.3% |
| 6M | -19.8% | +8.7% | -28.5% | -21.7% |
| YTD | -3.0% | +41.0% | -44.0% | -9.2% |
| 1Y | +5.1% | +82.7% | -77.6% | -6.1% |
| 3Y | -7.0% | +604.8% | -611.8% | -35.4% |
| 5Y | +22.0% | +1,384.7% | -1,362.7% | -27.8% |
| All | +18.0% | +1,392.1% | -1,374.1% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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