+131.5%
CNP vs EIX
+23.2%
+108.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | -1.0% |
| 7D | +1.6% | +0.9% | +0.7% | +1.0% |
| 30D | -0.8% | -13.5% | +12.8% | +3.4% |
| 3M | -3.6% | -15.3% | +11.7% | +1.2% |
| 6M | -6.9% | -15.3% | +8.4% | -2.4% |
| YTD | +6.4% | +2.7% | +3.7% | +0.6% |
| 1Y | +9.9% | +17.4% | -7.5% | -3.6% |
| 3Y | +53.1% | -1.3% | +54.4% | +41.5% |
| 5Y | +72.0% | +27.2% | +44.8% | +35.1% |
| 10Y | +131.5% | +22.7% | +108.8% | +73.4% |
| All | +131.5% | +23.2% | +108.3% | +73.4% |
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