-36.6%
CCI vs EIX
+17.5%
-54.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +3.2% | +1.0% | +2.2% | +2.9% |
| 30D | +12.2% | +8.9% | +3.3% | +8.8% |
| 3M | +23.1% | -9.8% | +32.9% | +25.0% |
| 6M | +1.3% | -10.2% | +11.5% | +2.6% |
| YTD | +4.5% | +5.9% | -1.5% | -1.9% |
| 1Y | +2.3% | +10.9% | -8.6% | -6.0% |
| 3Y | +9.8% | +10.2% | -0.4% | -3.2% |
| All | -36.6% | +17.5% | -54.1% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling