+6,646.7%
CB vs EIX
+685.6%
+5,961.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | +0.5% | -19.1% | +19.6% | +5.4% |
| 30D | -3.1% | -16.9% | +13.8% | +0.7% |
| 3M | +9.0% | -20.0% | +29.0% | +14.3% |
| 6M | +2.9% | -21.3% | +24.2% | +8.2% |
| YTD | +10.1% | -1.7% | +11.8% | +8.3% |
| 1Y | +22.8% | +9.6% | +13.2% | +16.6% |
| 3Y | +73.8% | -3.7% | +77.5% | +67.9% |
| 5Y | +99.2% | +22.6% | +76.6% | +77.3% |
| 10Y | +218.2% | +17.7% | +200.5% | +177.4% |
| All | +6,646.7% | +685.6% | +5,961.1% | +3,553.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling