+7.8%
EIX vs CP
+33.3%
-25.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | +8.1% | +10.3% | -2.2% | +5.6% |
| 3M | -12.1% | +2.3% | -14.4% | -12.7% |
| 6M | -13.4% | +10.7% | -24.1% | -15.9% |
| YTD | +5.6% | +29.3% | -23.7% | -2.2% |
| 1Y | +7.8% | +31.5% | -23.6% | -0.2% |
| All | +7.8% | +33.3% | -25.4% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling