-38.3%
CBRS vs EIX
-20.1%
-18.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | 0.0% |
| 7D | -8.6% | -1.4% | -7.3% | -8.8% |
| 30D | -26.8% | -19.3% | -7.5% | -28.0% |
| 3M | -15.3% | -21.7% | +6.4% | -14.1% |
| All | -38.3% | -20.1% | -18.2% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling