+24.0%
EIX vs CBOE
+146.7%
-122.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +4.1% | -0.8% | +4.8% | +4.2% |
| 30D | -15.3% | +2.7% | -18.0% | -15.3% |
| 3M | -18.4% | +0.7% | -19.2% | -18.4% |
| 6M | -16.8% | -2.0% | -14.9% | -17.0% |
| YTD | -0.6% | +17.1% | -17.7% | -3.9% |
| 1Y | +10.7% | +26.5% | -15.8% | +5.2% |
| 3Y | -4.5% | +96.1% | -100.6% | -18.4% |
| 5Y | +24.0% | +149.3% | -125.3% | -2.4% |
| All | +24.0% | +146.7% | -122.7% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling