+9.6%
EIX vs CPB
-32.6%
+42.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.1% |
| 7D | -19.1% | -8.6% | -10.5% | -18.7% |
| 30D | -16.9% | -7.2% | -9.7% | -16.7% |
| 3M | -20.0% | +0.9% | -20.9% | -20.6% |
| 6M | -21.3% | -11.8% | -9.5% | -20.7% |
| YTD | -1.7% | -19.4% | +17.7% | +0.1% |
| 1Y | +9.6% | -30.4% | +39.9% | +13.3% |
| All | +9.6% | -32.6% | +42.2% | +13.3% |
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