+246.7%
CB vs EIX
+34.4%
+212.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -1.0% | -2.5% | +1.5% | -0.2% |
| 30D | +7.3% | +7.7% | -0.4% | +4.9% |
| 3M | +7.0% | -12.9% | +19.9% | +9.9% |
| 6M | +16.3% | -12.7% | +29.0% | +18.9% |
| YTD | +19.7% | +5.5% | +14.3% | +14.1% |
| 1Y | +27.8% | +9.4% | +18.4% | +20.1% |
| 3Y | +72.0% | +9.7% | +62.3% | +56.5% |
| 5Y | +104.9% | +16.9% | +87.9% | +78.8% |
| 10Y | +246.7% | +34.3% | +212.5% | +177.5% |
| All | +246.7% | +34.4% | +212.4% | +177.5% |
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