+171.6%
EIX vs CPAY
+1,565.5%
-1,393.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -19.1% | +2.1% | -21.2% | -19.4% |
| 30D | -16.9% | +5.5% | -22.4% | -17.9% |
| 3M | -20.0% | +16.6% | -36.6% | -22.6% |
| 6M | -21.3% | +26.7% | -48.0% | -25.6% |
| YTD | -1.7% | +38.4% | -40.1% | -9.3% |
| 1Y | +9.6% | +30.1% | -20.6% | +2.1% |
| 3Y | -3.7% | +52.6% | -56.3% | -14.5% |
| 5Y | +22.6% | +59.0% | -36.4% | +5.9% |
| 10Y | +17.7% | +148.4% | -130.7% | -6.1% |
| All | +171.6% | +1,565.5% | -1,393.9% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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