+144.0%
CNP vs EIX
+34.4%
+109.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -0.1% | -2.5% | +2.4% | +1.1% |
| 30D | +5.0% | +7.7% | -2.6% | +1.3% |
| 3M | +2.7% | -12.9% | +15.5% | +6.4% |
| 6M | -1.9% | -12.7% | +10.8% | +1.2% |
| YTD | +8.8% | +5.5% | +3.3% | +1.3% |
| 1Y | +5.6% | +9.4% | -3.7% | -3.5% |
| 3Y | +63.2% | +9.7% | +53.5% | +41.9% |
| 5Y | +73.8% | +16.9% | +56.8% | +44.0% |
| 10Y | +144.0% | +34.3% | +109.7% | +74.4% |
| All | +144.0% | +34.4% | +109.6% | +74.4% |
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