-70.2%
CPNG vs EIX
+27.3%
-97.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -5.4% | +0.8% | -6.2% | -5.6% |
| 30D | -11.1% | -18.8% | +7.7% | -8.2% |
| 3M | -3.0% | -19.7% | +16.7% | 0.0% |
| 6M | -23.5% | -18.2% | -5.3% | -21.7% |
| YTD | -37.8% | -1.7% | -36.1% | -39.5% |
| 1Y | -54.3% | +7.8% | -62.1% | -56.8% |
| 3Y | -20.8% | -5.6% | -15.2% | -23.6% |
| 5Y | -51.1% | +23.7% | -74.7% | -55.8% |
| All | -70.2% | +27.3% | -97.6% | -72.8% |
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