-1.3%
EIX vs CAPR
+42.0%
-43.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.6% | +8.1% | +4.5% |
| 7D | +0.9% | -9.5% | +10.4% | +1.0% |
| 30D | -13.5% | +121.5% | -135.1% | -14.0% |
| 3M | -15.3% | -65.4% | +50.1% | -15.2% |
| 6M | -15.3% | -67.5% | +52.2% | -15.2% |
| YTD | +2.7% | -68.6% | +71.3% | +2.8% |
| 1Y | +17.4% | +42.7% | -25.2% | +14.7% |
| 3Y | -1.3% | +43.4% | -44.7% | -9.3% |
| All | -1.3% | +42.0% | -43.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling