-2.0%
EIX vs CPB
-40.0%
+38.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.5% |
| 7D | -19.1% | -8.6% | -10.5% | -17.8% |
| 30D | -16.9% | -7.2% | -9.7% | -15.9% |
| 3M | -20.0% | +0.9% | -20.9% | -20.8% |
| 6M | -21.3% | -11.8% | -9.5% | -19.6% |
| YTD | -1.7% | -19.4% | +17.7% | +2.6% |
| 1Y | +9.6% | -30.4% | +39.9% | +18.8% |
| All | -2.0% | -40.0% | +38.0% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling