+8.4%
EIX vs CP
+26.5%
-18.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.0% |
| 7D | +1.0% | +2.8% | -1.8% | +0.2% |
| 30D | +9.1% | +10.2% | -1.1% | +6.0% |
| 3M | -10.2% | +2.4% | -12.6% | -11.0% |
| 6M | -11.2% | +7.7% | -18.9% | -13.5% |
| YTD | +4.5% | +26.0% | -21.5% | -3.5% |
| 1Y | +10.9% | +34.6% | -23.8% | +0.2% |
| 3Y | +8.4% | +26.7% | -18.3% | -2.1% |
| All | +8.4% | +26.5% | -18.1% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling