+1,860.4%
CNP vs EIX
+1,158.5%
+701.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.7% |
| 7D | -4.2% | +1.0% | -5.2% | -4.6% |
| 30D | +5.5% | +9.1% | -3.6% | +2.0% |
| 3M | +0.6% | -10.2% | +10.8% | +2.4% |
| 6M | -2.8% | -11.2% | +8.4% | -0.8% |
| YTD | +7.9% | +4.5% | +3.4% | +3.1% |
| 1Y | +6.7% | +10.9% | -4.2% | -0.4% |
| 3Y | +61.1% | +8.4% | +52.7% | +47.7% |
| 5Y | +73.0% | +18.0% | +55.0% | +53.2% |
| 10Y | +141.9% | +30.3% | +111.6% | +102.5% |
| All | +1,860.4% | +1,158.5% | +701.9% | +599.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling