+5.1%
EIX vs CBOE
+20.5%
-15.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | -1.4% | -5.8% | +4.5% | -0.8% |
| 30D | -19.3% | -3.1% | -16.2% | -18.5% |
| 3M | -21.7% | -4.8% | -16.9% | -20.9% |
| 6M | -19.8% | -0.6% | -19.3% | -18.9% |
| YTD | -3.0% | +12.8% | -15.8% | -0.4% |
| 1Y | +5.1% | +19.8% | -14.7% | +9.1% |
| All | +5.1% | +20.5% | -15.4% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling