+16.6%
EIX vs CPB
-18.4%
+35.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +2.6% |
| 7D | +4.5% | +13.0% | -8.5% | +3.5% |
| 30D | +15.2% | +20.5% | -5.3% | +13.7% |
| 3M | -11.6% | +2.2% | -13.8% | -12.2% |
| 6M | -8.4% | +15.4% | -23.7% | -10.1% |
| YTD | +8.2% | -12.3% | +20.5% | +9.2% |
| 1Y | +16.6% | -18.0% | +34.6% | +17.7% |
| All | +16.6% | -18.4% | +35.0% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling