+1,131.2%
EIX vs CPB
+360.6%
+770.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.1% |
| 7D | +1.0% | +8.0% | -7.0% | -1.2% |
| 30D | +9.1% | +22.4% | -13.3% | +2.9% |
| 3M | -10.2% | +2.5% | -12.8% | -11.5% |
| 6M | -11.2% | +12.2% | -23.5% | -15.0% |
| YTD | +4.5% | -12.8% | +17.3% | +6.9% |
| 1Y | +10.9% | -19.2% | +30.0% | +15.8% |
| 3Y | +8.4% | -35.6% | +44.0% | +19.5% |
| 5Y | +18.0% | -31.4% | +49.4% | +26.5% |
| 10Y | +30.3% | -37.9% | +68.2% | +37.9% |
| All | +1,131.2% | +360.6% | +770.6% | +656.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling