+24.0%
EIX vs CRS
+1,446.1%
-1,422.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +4.1% | -0.5% | +4.6% | +4.1% |
| 30D | -15.3% | -18.1% | +2.8% | -13.5% |
| 3M | -18.4% | -12.4% | -6.0% | -17.6% |
| 6M | -16.8% | +15.9% | -32.8% | -19.1% |
| YTD | -0.6% | +45.8% | -46.4% | -6.0% |
| 1Y | +10.7% | +87.8% | -77.1% | +0.9% |
| 3Y | -4.5% | +648.7% | -653.2% | -29.9% |
| 5Y | +24.0% | +1,416.6% | -1,392.6% | -17.5% |
| All | +24.0% | +1,446.1% | -1,422.0% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling