+1,058.2%
EIX vs CP
+7,669.4%
-6,611.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -19.1% | -2.7% | -16.4% | -18.5% |
| 30D | -16.9% | +0.2% | -17.1% | -17.0% |
| 3M | -20.0% | +2.6% | -22.6% | -20.7% |
| 6M | -21.3% | +6.0% | -27.3% | -22.8% |
| YTD | -1.7% | +24.9% | -26.6% | -7.8% |
| 1Y | +9.6% | +20.1% | -10.5% | +3.7% |
| 3Y | -3.7% | +16.4% | -20.1% | -8.9% |
| 5Y | +22.6% | +31.7% | -9.1% | +11.4% |
| 10Y | +17.7% | +223.9% | -206.2% | -16.3% |
| All | +1,058.2% | +7,669.4% | -6,611.2% | +289.9% |
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