+22.7%
EIX vs CPB
-45.7%
+68.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.7% | +4.1% |
| 7D | +0.9% | -8.2% | +9.1% | +2.8% |
| 30D | -13.5% | -5.6% | -7.9% | -12.6% |
| 3M | -15.3% | +3.0% | -18.2% | -16.4% |
| 6M | -15.3% | -12.7% | -2.6% | -13.2% |
| YTD | +2.7% | -18.0% | +20.7% | +6.7% |
| 1Y | +17.4% | -31.7% | +49.2% | +27.5% |
| 3Y | -1.3% | -41.0% | +39.6% | +10.1% |
| 5Y | +27.2% | -38.4% | +65.6% | +39.8% |
| 10Y | +22.7% | -45.0% | +67.7% | +34.3% |
| All | +22.7% | -45.7% | +68.4% | +34.3% |
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 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