+243.0%
CB vs EIX
+30.9%
+212.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | +6.5% | +8.8% | -2.2% | +3.8% |
| 3M | +4.1% | -10.9% | +15.0% | +6.0% |
| 6M | +14.4% | -10.3% | +24.7% | +15.8% |
| YTD | +17.5% | +5.8% | +11.7% | +11.8% |
| 1Y | +27.5% | +11.4% | +16.2% | +19.1% |
| 3Y | +71.6% | +11.1% | +60.5% | +55.4% |
| 5Y | +100.6% | +18.5% | +82.1% | +74.2% |
| 10Y | +243.0% | +32.2% | +210.8% | +174.3% |
| All | +243.0% | +30.9% | +212.0% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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