+1,162.5%
EIX vs CP
+7,870.0%
-6,707.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +2.5% | +6.1% | -3.6% | +0.9% |
| 30D | +14.1% | +9.8% | +4.3% | +11.2% |
| 3M | -9.4% | +2.7% | -12.2% | -10.2% |
| 6M | -9.1% | +12.8% | -21.9% | -12.2% |
| YTD | +7.1% | +28.2% | -21.0% | -0.3% |
| 1Y | +13.3% | +34.1% | -20.9% | +4.0% |
| 3Y | +10.9% | +28.9% | -18.0% | +2.1% |
| 5Y | +21.0% | +27.1% | -6.1% | +10.9% |
| 10Y | +33.6% | +264.8% | -231.2% | -7.7% |
| All | +1,162.5% | +7,870.0% | -6,707.5% | +321.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling