+192.7%
EIX vs CPAY
+1,748.9%
-1,556.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | 0.0% |
| 7D | +1.4% | +1.6% | -0.2% | +1.0% |
| 30D | +8.5% | +17.6% | -9.1% | +5.0% |
| 3M | -13.5% | +8.7% | -22.2% | -15.1% |
| 6M | -12.4% | +39.5% | -51.9% | -18.5% |
| YTD | +5.9% | +53.6% | -47.7% | -4.5% |
| 1Y | +7.6% | +63.3% | -55.7% | -4.3% |
| 3Y | +12.8% | +101.7% | -88.9% | -5.6% |
| 5Y | +19.2% | +91.4% | -72.2% | -0.8% |
| 10Y | +34.9% | +221.7% | -186.8% | +3.7% |
| All | +192.7% | +1,748.9% | -1,556.2% | +73.3% |
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