+7,212.2%
CB vs EIX
+746.8%
+6,465.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +0.7% | +1.0% | -0.3% | +0.4% |
| 30D | +8.2% | +8.9% | -0.7% | +5.6% |
| 3M | +6.3% | -9.8% | +16.1% | +7.8% |
| 6M | +16.2% | -10.2% | +26.4% | +17.6% |
| YTD | +19.3% | +5.9% | +13.4% | +14.6% |
| 1Y | +29.2% | +10.9% | +18.3% | +22.4% |
| 3Y | +71.4% | +10.2% | +61.2% | +59.1% |
| 5Y | +104.2% | +17.0% | +87.2% | +84.3% |
| 10Y | +246.7% | +35.1% | +211.6% | +190.4% |
| All | +7,212.2% | +746.8% | +6,465.5% | +3,769.4% |
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