+7.6%
EIX vs CRS
-14.1%
+21.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.4% |
| 7D | +1.4% | +4.8% | -3.4% | +1.2% |
| 30D | +8.5% | -23.2% | +31.7% | +9.2% |
| 3M | -13.5% | -45.5% | +32.1% | -11.7% |
| 6M | -12.4% | -33.1% | +20.8% | -13.0% |
| YTD | +5.9% | -7.2% | +13.1% | +2.0% |
| 1Y | +7.6% | -10.0% | +17.6% | +3.4% |
| All | +7.6% | -14.1% | +21.7% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling