+139.8%
CNP vs EIX
+30.9%
+108.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.2% |
| 7D | -4.3% | +0.7% | -5.0% | -4.8% |
| 30D | +5.7% | +8.8% | -3.0% | +1.5% |
| 3M | +0.9% | -10.9% | +11.8% | +3.4% |
| 6M | -1.1% | -10.3% | +9.2% | +0.7% |
| YTD | +8.3% | +5.8% | +2.4% | +0.7% |
| 1Y | +5.9% | +11.4% | -5.5% | -4.2% |
| 3Y | +64.6% | +11.1% | +53.6% | +42.2% |
| 5Y | +74.6% | +18.5% | +56.1% | +43.7% |
| 10Y | +139.8% | +32.2% | +107.6% | +72.9% |
| All | +139.8% | +30.9% | +108.9% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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