+17.6%
EIX vs CP
+222.0%
-204.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -19.1% | -2.7% | -16.4% | -18.2% |
| 30D | -16.9% | +0.2% | -17.1% | -17.0% |
| 3M | -20.0% | +2.6% | -22.6% | -21.0% |
| 6M | -21.3% | +6.0% | -27.3% | -23.5% |
| YTD | -1.7% | +24.9% | -26.6% | -10.6% |
| 1Y | +9.6% | +20.1% | -10.5% | +1.1% |
| 3Y | -3.7% | +16.4% | -20.1% | -11.5% |
| 5Y | +22.6% | +31.7% | -9.1% | +5.2% |
| All | +17.6% | +222.0% | -204.4% | -22.3% |
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