+210.3%
EIX vs CBOE
+1,045.3%
-835.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -19.1% | -3.6% | -15.5% | -18.3% |
| 30D | -16.9% | +5.1% | -22.0% | -17.6% |
| 3M | -20.0% | +4.6% | -24.6% | -20.9% |
| 6M | -21.3% | -0.3% | -21.1% | -21.9% |
| YTD | -1.7% | +19.8% | -21.5% | -6.5% |
| 1Y | +9.6% | +28.4% | -18.8% | +2.4% |
| 3Y | -3.7% | +104.1% | -107.8% | -20.0% |
| 5Y | +22.6% | +150.9% | -128.3% | -3.9% |
| 10Y | +17.7% | +393.5% | -375.8% | -20.5% |
| All | +210.3% | +1,045.3% | -835.0% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling