+32.2%
EIX vs CPB
-39.9%
+72.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +0.7% | +3.3% | -2.5% | 0.0% |
| 30D | +8.8% | +19.0% | -10.2% | +4.4% |
| 3M | -10.9% | +0.4% | -11.4% | -11.4% |
| 6M | -10.3% | +13.0% | -23.3% | -13.6% |
| YTD | +5.8% | -12.7% | +18.6% | +8.1% |
| 1Y | +11.4% | -20.9% | +32.2% | +16.4% |
| 3Y | +11.1% | -35.4% | +46.5% | +21.0% |
| 5Y | +18.5% | -32.3% | +50.8% | +27.2% |
| 10Y | +32.2% | -40.5% | +72.8% | +36.0% |
| All | +32.2% | -39.9% | +72.2% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling