+7,131.2%
CB vs EIX
+735.1%
+6,396.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.1% |
| 7D | +0.2% | +1.0% | -0.7% | 0.0% |
| 30D | +9.1% | +9.1% | -0.1% | +6.4% |
| 3M | +3.4% | -10.2% | +13.7% | +5.0% |
| 6M | +14.1% | -11.2% | +25.3% | +15.8% |
| YTD | +18.0% | +4.5% | +13.5% | +13.8% |
| 1Y | +30.1% | +10.9% | +19.3% | +23.2% |
| 3Y | +71.8% | +8.4% | +63.4% | +60.1% |
| 5Y | +101.8% | +18.0% | +83.9% | +81.7% |
| 10Y | +252.1% | +30.3% | +221.9% | +197.9% |
| All | +7,131.2% | +735.1% | +6,396.1% | +3,741.9% |
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