+35.4%
EIX vs CPB
-40.8%
+76.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -1.5% | -5.8% | +4.3% | -0.1% |
| 30D | +8.1% | +16.5% | -8.3% | +4.4% |
| 3M | -12.1% | -1.1% | -11.0% | -12.4% |
| 6M | -13.4% | +11.5% | -24.9% | -16.3% |
| YTD | +5.6% | -15.7% | +21.3% | +8.7% |
| 1Y | +7.8% | -24.7% | +32.5% | +14.0% |
| 3Y | +9.8% | -37.3% | +47.1% | +20.4% |
| 5Y | +18.8% | -35.0% | +53.9% | +28.8% |
| All | +35.4% | -40.8% | +76.2% | +37.5% |
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