+34.3%
EIX vs CP
+251.7%
-217.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -2.5% | -0.7% | -1.9% | -2.3% |
| 30D | +7.7% | +9.6% | -1.9% | +3.9% |
| 3M | -12.9% | +2.2% | -15.1% | -13.8% |
| 6M | -12.7% | +11.1% | -23.8% | -16.5% |
| YTD | +5.5% | +28.2% | -22.7% | -5.1% |
| 1Y | +9.4% | +32.2% | -22.8% | -2.9% |
| 3Y | +9.7% | +35.5% | -25.8% | -5.4% |
| 5Y | +16.9% | +26.8% | -9.9% | +1.9% |
| 10Y | +34.3% | +256.9% | -222.7% | -10.9% |
| All | +34.3% | +251.7% | -217.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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