-1.4%
EIX vs CRS
+636.9%
-638.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.5% | +8.0% | +4.8% |
| 7D | +0.9% | -3.1% | +4.0% | +1.1% |
| 30D | -13.5% | -19.6% | +6.1% | -12.0% |
| 3M | -15.3% | -8.1% | -7.2% | -15.1% |
| 6M | -15.3% | +18.6% | -33.9% | -17.5% |
| YTD | +2.7% | +45.9% | -43.1% | -1.9% |
| 1Y | +17.4% | +82.5% | -65.0% | +9.3% |
| All | -1.4% | +636.9% | -638.4% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling