+35.9%
EIX vs CRS
+790.4%
-754.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.7% |
| 7D | +1.4% | +4.8% | -3.4% | +0.6% |
| 30D | +8.5% | -23.2% | +31.7% | +12.1% |
| 3M | -13.5% | -45.5% | +32.1% | -6.1% |
| 6M | -12.4% | -33.1% | +20.8% | -8.3% |
| YTD | +5.9% | -7.2% | +13.1% | +4.6% |
| 1Y | +7.6% | -10.0% | +17.6% | +6.7% |
| 3Y | +12.8% | +332.3% | -319.5% | -16.9% |
| 5Y | +19.2% | +801.9% | -782.6% | -25.3% |
| All | +35.9% | +790.4% | -754.6% | -23.8% |
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