+1,131.2%
EIX vs CP
+7,734.8%
-6,603.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.0% |
| 7D | +1.0% | +2.8% | -1.8% | +0.3% |
| 30D | +9.1% | +10.2% | -1.1% | +6.3% |
| 3M | -10.2% | +2.4% | -12.6% | -10.9% |
| 6M | -11.2% | +7.7% | -18.9% | -13.2% |
| YTD | +4.5% | +26.0% | -21.5% | -2.3% |
| 1Y | +10.9% | +34.6% | -23.8% | +1.8% |
| 3Y | +8.4% | +26.7% | -18.3% | +0.3% |
| 5Y | +18.0% | +24.9% | -6.9% | +8.7% |
| 10Y | +30.3% | +258.6% | -228.3% | -9.6% |
| All | +1,131.2% | +7,734.8% | -6,603.6% | +313.4% |
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