+218.9%
CB vs EIX
+17.2%
+201.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | +0.5% | -19.1% | +19.6% | +5.9% |
| 30D | -3.1% | -16.9% | +13.8% | +1.0% |
| 3M | +9.0% | -20.0% | +29.0% | +14.7% |
| 6M | +2.9% | -21.3% | +24.2% | +8.7% |
| YTD | +10.1% | -1.7% | +11.8% | +7.4% |
| 1Y | +22.8% | +9.6% | +13.2% | +14.9% |
| 3Y | +73.8% | -3.7% | +77.5% | +65.6% |
| 5Y | +99.2% | +22.6% | +76.6% | +69.6% |
| All | +218.9% | +17.2% | +201.7% | +161.2% |
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